Senior Officer, IRB Rating System Implementation (Integrated Risk Management Department)

Responsibilities:

Communicate with respective frontline departments under Corporate Portfolio to convey the concept of IRB use of rating, including IRB RAROC and closely monitor their current practice
Participate in the data checking and cleansing process
Keep up with the progress of IRB implementation on use of rating in Corporate Portfolio for meeting the standards set by HKMA
Coordinate and monitor the production and analysis of regular management reporting to credit risk for management oversight and monitoring
Assist management in set-up and periodical review/revision of internal rating related policies and procedural manuals
Provide necessary assistance in response to frontline's request on system enhancement and data cleansing issue
Participate in UAT of internal rating system and RAROC system
Coordinate the meeting and conduct training to users on the use of internal rating

Requirements:

Minimum 3 years' relevant working experience
Degree holder in Statistics, Computer Science and Risk Management or other relevant discipline
Qualified professional preferred such as FRM, CFA or other professional bodies of similar standing
Familiar with HKMA Basel IRB requirements
Good knowledge in credit and financial analysis techniques

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