Industrial and Commercial Bank of China Ltd. (ICBC) was founded as a limited company on January 1984. By the end of 2015, total assets of ICBC amounted to RMB 22,209,780 million (US$ 3.4 trillion). In 2015, ICBC was named as the "Best Emerging Markets Bank" by one of the most reputable magazine and ranked 1st place among the Top 1000 World Banks by the Banker.
ICBC Turkey Bank is searching for a Senior Risk Modelling Specialist to be employed in our Risk Management Department, with the following qualifications:
· Gradutated from study of economics, management, econometrics, statistics, mathematics, enginnering, or has knowledge about modelling although studied in another area in university
· Development and conduction of IFRS-9 models ( including PD, EAD and LGD models)
· Development of macroeconomic model
· Data preparation, development, implementation, validation of model
· Knowledge of banking legislation
· Fluent in english
· Knowledge of MS Office, SQL, Java, Matlab, etc.