Credit Risk Modelling Manager

Credit Risk Modelling Manager

A fast-growing China-based Bank in Hong Kong is looking for a credit risk modelling manager in her Risk Management Department.

Responsibilities:

• Participate in Basel II and III projects coordination and systems implementation for IRB credit risk models
• Facilitate the development of internal IRB risk parameters and analytic matters
• Maintain relationships with a broad range of internal divisions within the bank and ensure successful implementation of new models and analytical initiatives
• Contribute on defining and following up recommendations from regular model validation and data quality management
• Propose enhancements and other pragmatic solutions to strengthen internal control
• Perform other duties assigned by supervisors

Requirements:

• Bachelor Degree or above in Risk Management, Statistics, Quantitative Finance or related disciplines
• Minimum 3 years working experience with in-depth knowledge in Basel regulatory requirements and banking practices in credit risk management is essential
• System and IRB implementation; Hands-on experience in dealing with regulator is highly preferred
• Sound knowledge in statistical and quantitative analysis and familiar with SAS, Excel VBA, SQL
• Good command of written and spoken English and Chinese (Cantonese & Mandarin)
• Candidate with less experience will also be considered for Assistant Manager