VP Credit Risk Analytics and Modelling
- Employer
- ALL-STAR AGENCY
- Location
- Hong Kong, Hong Kong
- Salary
- Negotiable
- Closing date
- Dec 17, 2021
View more
- Job Function
- Credit Analysis
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Overview
With a rapidly growing platform and an investment in growth in the region, thisc commercial bank is seeking to hire a Vice President Credit Risk Analytics Manager to join the Credit Risk Department.
Role Responsibilities
Requirements
If you believe you have the relevant skill and experience and is interested in this position, kindly get in touch with Jack Leung at with your CV and contact details or call +852 3901 8971 to engage in a confidential discussion.
With a rapidly growing platform and an investment in growth in the region, thisc commercial bank is seeking to hire a Vice President Credit Risk Analytics Manager to join the Credit Risk Department.
Role Responsibilities
-
- Enhance the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements.
- Monitor the credit risk RWA calculation and provide judgement on credit RWA as appropriate.
- Contribute in new product discussion and implementation, advise on Return of Allocate Capital (ROAC) and initiate relevant system changes.
- Manage stress testing methodology to meet regulatory requirements.
- Perform data validation, prepare monitoring and variance analysis of credit impairment provision movement.
Requirements
- 7+ years credit risk analytics and modelling experience in commercial banking
- Familiar with Basel frameworks and credit risk approaches and HKMA capital banking rules.
- Proficiency in credit risk quantitative modeling, expected loss computations, data & risk analysis and stress testing.
- Bachelor's Degree; Professional qualifications such as CFA, ACCA, CPA, FRM are desirable
- Good writing and communication/ presentation/excel and powerpoint skills in english;
- Due to target customer segment, proficiency in spoken English and Cantonese is a must.
If you believe you have the relevant skill and experience and is interested in this position, kindly get in touch with Jack Leung at with your CV and contact details or call +852 3901 8971 to engage in a confidential discussion.
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