Credit Risk Manager / Senior Manager (Credit Modelling) (HK$40K -
$70K)
Our client, a Chinese Bank is looking for high-caliber person to
fill the position.
工作职责
-
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
工作要求
-
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
- 职位编号:
- 26759
- 日期:
- 01/03/2024
- 工作类别:
- 银行业
- 薪金范围:
- $Neg.
- 学历要求:
- Degree
- 联络电邮:
-
[email protected]
取消立即申请
