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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
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