Senior Risk Manager, Credit Risk Stress Test
- Employer
- Hong Kong Job Consulting
- Location
- Hong Kong, Hong Kong
- Salary
- 60000 up + Bonus
- Closing date
- Mar 26, 2022
View more
- Job Function
- Credit Analysis
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Requirements:
Interested parties please send your resume in word format with current & expected salary and notice period to leo@hkjobc.com. For details, please feel free to contact Leo at 62828201.
- Design and carry out credit risk stress-testing programs and concentration capital estimation for ICAAP according to latest regulatory requirements
- Review, enhance, implement and maintain credit risk stress-testing models
- Review the credit risk policies and procedures to facilitate credit risk models implementation.
Requirements:
- Master or Bachelor Degree holder in Statistics, Quantitative Finance, Economics, Risk Management or relevant discipline; or professional qualification in CFA/FRM with at least 8 years relevant experience in banking or financial markets;
- Sound knowledge in Basel regulatory requirements and banking practices in credit risk management, with hands-on experience in latest risk management development; knowledge in economic forecasting and counterparty credit risk / SA-CCR is a plus;
- Strong analytical mind, independent, good problem-solving and multi-tasks handling ability;
Good communication and interpersonal skills with good report-writing skills; - Good command of PC skills and programming such as SAS, Excel VBA, Access SQL, Python and Chinese word processing is an advantage.
- Knowledge in Fermat/Risk Authority and Bloomberg application is preferable;
- Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable
- Candidate with less experience will be considered as Risk Management Manager.
Interested parties please send your resume in word format with current & expected salary and notice period to leo@hkjobc.com. For details, please feel free to contact Leo at 62828201.
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