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1 listing(s) available.
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22 Dec 2022
Credit Risk Management - Credit Risk Modelling
Hong Kong SAR
Permanent PositionOur client is a leading full licensed bank. They are currently looking for a high calibre Credit Risk Modelling Manager to join their expanding operations in Hong KongJob Description
JOB HIGHLIGHTS
- Excellent career exposure
- Flexible and dynamic work environment
RESPONSIBILITIES
- Provide support to department in the development and validation of credit risk rating models for the measurement and management of credit risk for the Bank
- Responsible for the implementation, monitoring and enhancement of credit risk rating models and other related analytics tools
- Conduct regular stress testing and execute validation of credit scorecards, PD/LGD/EAD, IFRS9 ECL models in accordance with regulatory requirements
- Evaluate the performance and applicability of credit risk models and prepare reports, document findings and make recommendations to management or related stakeholders
- Design, formulate and maintain risk models related policies to strengthen internal control
- Perform other ad hoc projects or assignments
Expires on 31 Dec 2023Requirements
REQUIREMENTS
- Bachelor Degree in Risk Management, Statistics, Quantitative Finance or related disciplines
- 8 years of relevant experience with knowledge of credit risk modelling and analytics
- Professional qualification in ACCA / CPA / CFA / FRM / PRM is preferred
- Good understanding of credit models IFRS9, PD/LGD/EAD, and familiar with banking ordinance, HKMA SPMs, BASEL
- Strong leadership skills and with hands-on experience
- Sound knowledge in statistical analysis and familiar with programming in SAS, Excel VBA and SQL
- Good communication, presentation and analytical skills
Interested applicants please contact me at 6377 12 86 or send your resume to Cay Li: cayli@peoplesearch.jobs
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