Ref NoBRS181005001(PC)
Job TitleManager - Credit Risk Modelling
Other Key Relationship
  • Our client, a well-established bank in Hong Kong, is seeking high calibres to fill the above position :
Job Description
  • To be responsible for the development, implementation, monitoring and validation of credit risk model for the Retail and Commercial banking portfolios of the bank
  • To formulate stress test models and estimate the impact in impairment and monitor stress test result
  • To participate in IFRS 9 validation & enhancement projects
  • To prepare and monitor impairment and provisioning reporting
  • To perform forecasting on loan loss and tracking of impairment charge against budget
  • To coordinate with internal and external parties on the IFRS 9 and BASEL projects to ensure compliance with regulatory requirements
  • University graduate with major in Risk Management/ Financial Engineering/Statistics or related discipline with strong quantitative background
  • Minimum of 4 years’ experience in credit risk analysis and modelling
  • Expertise in SAS and/or SQL; familiar with MS application (Excel, Access, Unix and VBA)
  • Good knowledge on the regulatory requirements on credit risk, including Basel and IFRS 9
  • Good analytical, communication and interpersonal skills
  • Proficiency in both English and Chinese
  • Interested parties please forward your CV in Word Format with current and expected salary to [email protected] and cc to [email protected]
Interested parties please apply in confidence by fax to (852)2155-9839 or email to [email protected] quoting the reference number: BRS181005001(PC)

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