POSITIONS

 
Japan
TBG-018055

Company:

Banking & Financial Services

Position:

6-07 Risk Analyst / リスクアナリスト

Salary(¥):

6-8 million

Responsibilities

1. Devise strategy on competitive credit risk management based on sophisticated data analysis and operation knowledge.
2. Contribute to the installation and implementation of automatic examination process.
3. Develop statistical forecast model (PD/LGD, fraud discovery) and create documents. Also take care of challenges from model audit.
4. Implement and operate monitoring of existing statistical forecast to check its accuracy regularly and manage and improve suitable risk/return standard.
5. Execute strategy on credit risk management working closely with automatic examination related divisions (examination, property assessment, pricing etc) and also develop, verify and manage essential rule of manual check for the automatic examination.
6. Identify an opportunity for the improvement in customer satisfaction measurement as well as market differentiation through customers’ and portfolio credit risk analysis.
7. Audit in-house developed statistical forecast model.
8. Support for development, maintenance and improvement of internal Risk Appetite management system as specialist for model development.
9. Support to establish framework of model development in accordance wit internal management rules of model risk management.

Requirements

1. 3-5 years statistical analysis experience. Additionally accounting related knowledge is desirable.
2. Skills for big data analysis and programming for data processing (SAS, SQL, VBA etc).
3. Interpersonal and communication skills for working closely with members from various organization.
4. Excellent presentation skill.
5. Experience in installing automatic examination related system, planning and implementing cross-functional project.
6. Experience of PD, LGD model development etc in accordance with requirements of credit score card model and Basel II is a plus.
7. Business level of Japanese/English language skill.
8. Positive attitude, high motivation and professional ethics.