Job Description

Department / Branch:

Credit Risk Management Department

Reports To:

Head and Senior Manager of Credit Risk Management Department

Employment Type:

Full-Time Permanent / Contract

Location:

Richmond Hill Office

Responsibilities:

1.

Model Development and Optimization:

Design, develop, and optimize credit rating models to solve business problems. Experiment with algorithms, architectures, and frameworks to improve model performance. Conduct regular validation and tuning of models for accuracy and efficiency.

2.

Data Analysis:

Work with large datasets, ensuring quality, consistency, and relevance for training models. Identify patterns and insights to refine model inputs and features.

3. Model Evaluation and Testing:

Implement evaluation metrics and validation techniques to ensure model reliability. Perform testing to compare different models and configurations.

4. Monitoring and Reporting:

Deploy models to production environments and monitor their real-time performance. Troubleshoot and resolve issues to maintain model robustness over time. Conduct model performance monitoring and reporting.

5. Collaboration and Communication:

Collaborate with data stakeholders to align model objectives with business goals. Communicate findings, methodologies, and results to technical and non-technical audiences or regulator.

6.

Other works assigned by Head and Senior Manager of Credit Risk Management Department.

Qualifications:

Bachelor degree in Computer Science, Statistics, Data Science, Applied Mathematics, Machine Learning, Financial Engineering or related fields; At least 3 years of experience in financial modelling, preferably within banking or financial services sector; Strong knowledge in model development, validation, evaluation and optimization; Proficient in Python, R or similar programming languages; Excellent problem-solving skills and attention to detail; Strong communication and teamwork abilities; Excellent verbal and written communication skills in English with work proficiency; Fluency in Chinese is an asset.
Job Types: Full-time, Permanent, Fixed term contract

Benefits:

Company pension Dental care Disability insurance Employee assistance program Extended health care Life insurance Tuition reimbursement Vision care
Education:

Bachelor's Degree (preferred)
Experience:

Financial Modelling: 3 years (preferred)
Work Location: In person