Manager/ Assistant Manager, Credit Risk Modelling
Responsibilities:
- Participate in the development of scorecard / risk models projects;
- Implement and maintain credit rating models for the measurement and management of credit risk for different segments of the Bank's portfolio;
- Active engagement with stakeholders to ensure successful implementation of new models and analytical initiatives;
- Follow up recommendations provided by independent model validators to ensure timely closure of validation issues;
- Establish risk models related policies to strengthen internal control;
- Monitor, back test and report performance of the models Handle regular and ad-hoc bank reporting and bank-wide projects and;
- Perform other ad hoc projects or assignments.
Requirements:
- University graduate in Risk Management, Statistics, Quantitative Finance or related disciplines;
- HKIB ECF-CRM is an advantage;
- Minimum 3 years’ banking experience and in-depth knowledge in risk analytics and/or credit risk management;
- Sound programming knowledge in SAS, Excel VBA and SQL;
- Well-versed in both spoken and written English and Chinese, including Putonghua; and
- Conversant with MS Office applications and Chinese Word Processing.
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