Credit Risk Manager (Credit Model Management)

Employer
Bank Of China (Hong Kong) Limited
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Aug 20, 2017
Closes
Sep 21, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Assist in developing and maintaining IRB credit risk models
  • Prepare model data and perform data analysis
  • Assist user departments with the model use enquiries
  • Participate in model system test
  • Perform other duties assigned by supervisors
Requirements:
  • Bachelor degree holder or above in Mathematics, Statistics, Economics, Actuarial or related disciplines, preferably with CFA/FRM qualifications
  • Minimum 5 years' experience in credit risk management / model development and maintenance in Banks or financial institutes
  • Good analytical and communication skills
  • Independent, proactive and able to work under pressure
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage
  • Proficiency in MS Excel & SAS