Functional Area:

RK - RiskEstimated Travel Percentage (%): No TravelRelocation Provided: NoAIG International Consulting (Shanghai) Co. Ltd.

Your contribution at AIG

Activities and Responsibilities include all aspects of credit risk analytics and model development for AIG core credit asset, insurance credit portfolio and structured products:

  • Lead methodology development, back testing and documentation, and support model validation
  • Build prototype credit risk models, using Excel, Matlab, Python, R, or C++
  • Work with Market Risk Team, Portfolio Analytics Team and Risk Architecture Team on model implementation and documentation

What we are looking for

The successful candidate will have an outstanding academic background in quantitative related fields and above 5 years of hands-on experience with credit risk models or credit related modeling experiences.

He/she is expected to have an in-depth understanding of fundamental credit and hands-on experience in credit risk analytic. He/ She is also expected to be a good communicator capable of elaborating the analytic works to other professionals across the firm.

  • Master's degree or Ph.D. in statistics, mathematics, physics, computer science, finance, or similar quantitative field
  • 3-5 years of working experiences in a developed financial market. At least 1-2 years of direct working experiences in Real estate, structured securities; Hand-on experiences in risk analytics and/or valuation/asset pricing are required. Some understanding of credit, particularly real estate credit required.
  • Strong analytic modeling and data analytic skills. Some experiences in leading/coordinating small group of quantitative professionals. This is an ideal position for a professional who show potentials for a career as quantitative financial team lead.
  • Advanced programming and data analytics skills with proficiency in at least one of the following programming languages: python, MATLAB, R. Some experiences in C++/Java would be plus but not necessary.
  • Good communicator, energetic, and be able to work independently yet work comfortably as part of a team
  • Comfortable communicating with front-office and senior managers
  • Familiarity with Stress Testing/CCAR a plus

It has been and will continue to be the policy of American International Group, Inc., its subsidiaries and affiliates to be an Equal Opportunity Employer. We provide equal opportunity to all qualified individuals regardless of race, color, religion, age, gender, gender expression, national origin, veteran status, disability or any other legally protected categories.

At AIG, we believe that diversity and inclusion are critical to our future and our mission – creating a foundation for a creative workplace that leads to innovation, growth, and profitability. Through a wide variety of programs and initiatives, we invest in each employee, seeking to ensure that our people are not only respected as individuals, but also truly valued for their unique perspectives.

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