Credit Risk Manager (Credit Modelling) (HK$35K - $55K)
Our client, a Chinese Bank is looking for high-caliber person to fill the position.
Job Duties
- Responsible for implementation, monitoring and enhancement of credit risk models and other related analytics tools
- Formulates, enhances and review risk model validation policies and procedures
- Perform validation of internal rating system and relevant risk models to facilitate IRB
- Review and enhance risk modeling and methodologies for ECL and stress testing in accordance with regulatory requirements
- Calculate RWA and monitor the risk Weight of the bank’s credit exposure
- Provide portfolio analysis and credit performance forecast in industry / country level, prepare reports for risk committee or senior management
- Active engagement with stakeholders to ensure successful implementation of new models and analytical initiatives
- Establish risk models related policies to strengthen internal control
- Perform ad hoc projects as assigned
Job Requirements
- Bachelor Degree in Risk Management, Statistics, Quantitative Finance or related disciplines
- 5 years of relevant experience with knowledge of risk modelling development / model validation
- Good understanding of credit models such as IFRS9 and familiar with Banking Ordinance, HKMA SPMs, BASEL, etc.
- Sound knowledge in statistical analysis and familiar with programming in SAS / MS Excel / SQL / Access
- Good communication, presentation and analytical skills
- Proficient in both spoken and written English and Chinese (Cantonese & Mandarin)
- Candidate with less experience will be considered as Assistant Manager
- Job No.:
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26759
- Date:
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28/06/2024
- Job Category:
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Banking
- Salary:
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$Neg.
- Qualification:
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Degree
- Apply Email:
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[email protected]
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