Job Opening - Global Executive

Our client, a Chinese Bank is looking for high-caliber person to fill the position.

Responsible for implementation, monitoring and enhancement of credit risk models and other related analytics tools
Formulates, enhances and review risk model validation policies and procedures
Perform validation of internal rating system and relevant risk models to facilitate IRB
Review and enhance risk modeling and methodologies for ECL and stress testing in accordance with regulatory requirements
Calculate RWA and monitor the risk Weight of the bank’s credit exposure
Provide portfolio analysis and credit performance forecast in industry / country level, prepare reports for risk committee or senior management
Active engagement with stakeholders to ensure successful implementation of new models and analytical initiatives
Establish risk models related policies to strengthen internal control
Perform ad hoc projects as assigned

Bachelor Degree in Risk Management, Statistics, Quantitative Finance or related disciplines
5 years of relevant experience with knowledge of risk modelling development / model validation
Good understanding of credit models such as IFRS9 and familiar with Banking Ordinance, HKMA SPMs, BASEL, etc.
Sound knowledge in statistical analysis and familiar with programming in SAS / MS Excel / SQL / Access
Good communication, presentation and analytical skills
Proficient in both spoken and written English and Chinese (Cantonese & Mandarin)
Candidate with less experience will be considered as Assistant Manager

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