Vice President, Basel

Job Descriptions

Responsible for the development, implementation and enhancement of credit risk rating models and systems.
Provide support to model governance, model validation, internal and external audit
Work closely with regulators and internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements
Support the Bank's development, enhancement and implementation of IRB models
Participate in system enhancement projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing
Develop, manage and maintain data control framework for credit risk model development
Obtain a high level understanding on the internal rating based approach requirements from various regulatory bodies, such as CBIRC and HKMA.

Requirements

Minimum 7 years of relevant experience in credit risk management or related risk management field
Bachelor degree in statistics, mathematics, economics, computer engineering, risk management or quantitative sciences
Advanced degree in quantitative fields is an advantage
Detailed and hands-on knowledge in credit risk modelling and its applications in banks and other institutions
Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB and AIRB)
Deep technical knowledge of customer segmentation, model development, portfolio analytics, data mining development and applications
Strong programming skill (SAS, VBA, SQL and C++)
Experience with SAS is essential and FRM / CFA qualification is preferable
Strong leadership and management skills
Good command of both English and Chinese, including Putonghua

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