| Ref No | BRS181005001(PC) |
| Job Title | Manager - Credit Risk Modelling |
| Other Key Relationship | - Our client, a well-established bank in Hong Kong, is seeking high calibres to fill the above position :
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| 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
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| 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]
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Interested parties please apply in confidence by
fax to (852)2155-9839 or email to [email protected]
quoting the reference number: BRS181005001(PC) |
