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

Expiring today

Employer
CMB Wing Lung Bank
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Apr 23, 2019
Closes
May 22, 2019
Ref
4710623
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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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