Manager / Assistant Manager, Credit Risk Modeling and Analytics (Banking)
- Employer
- Talent Axis
- Location
- Hong Kong, Hong Kong
- Salary
- Negotiable
- Closing date
- Oct 13, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
Key Responsibilities
Requirements
- Support credit rating model performance monitoring & validation in order to enhance credit rating models for the Bank.
- Perform regular credit impairment provision, i.e. Expected Credit Losses "ECL", and coordinate inputs from various stakeholders.
- Maintain the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements.
- Prepare regular credit risk stress testing and coordinate stress-testing exercise.
- Participate in the Basel Credit RWA and SA-CCR implementation project.
- Prepare regular CVA/DVA reports and to review and maintain parameters.
- Prepare ICAAP exercise and to maintain parameters.
- Participate in system enhancement project, including the framework for MGL and ROAC estimation.
- Review data validation and variance analysis of the movement of credit impairment provision.
- Enhance existing processes, methodologies and reports to meet various regulatory requirements.
- Participate in various projects to enhance the risk management system and internal credit rating models.
Requirements
- Degree holder in Finance, Accounting, Statistics, Risk Management or related disciplines.
- 3-5 years of relevant experience in bank or related industry.
- Familiar with Basel frameworks, credit risk approaches and HKMA capital banking rules.
- Proficiency in credit risk quantitative modeling, expected loss computations, data & risk analysis and stress testing.
- Professional qualification like ECF-CRM, CFA, FRM or ACCA etc. is an advantage.
- Self-motivated, independent, with good communication skills, able to communicate effectively at all levels.
- Good command of written and spoken English and Chinese including Putonghua.
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert