Senior Risk Manager, Credit Risk Stress Test

Employer
Hong Kong Job Consulting
Location
Hong Kong, Hong Kong
Salary
60000 up + Bonus
Posted
May 22, 2022
Closes
Jun 12, 2022
Ref
13273167
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:

  • 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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