Bachelor degree preferably in finance, economics or related subjects.
Minimum of 3-5 years’ experience in a major bank’s risk function.
Good understanding of credit risk methodologies (KMV, Credit Metrics, etc.), interest rate modeling [short rate models, HJM, BGM, etc.], VAR, and/or other complex financial risk modeling highly desirable.
Proficiency in risk concepts, banking products/ operations/ systems, pertinent regulatory requirements, International Accounting Standards and related pronouncements.
Good quantitative modeling, analytical, and research skills.
Knowledge of financial markets and products.
Self-motivated, eye for detail.