Financial Model Development (Credit Risk, ECL, Portfolio Risk )

Employer
PERSOLKELLY Hong Kong Limited, EA Licence No: 68637
Location
Hong Kong, Hong Kong
Salary
HKD ~60,000
Posted
Dec 03, 2022
Closes
Dec 21, 2022
Ref
17995783
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
PERSOLKELLY's Snapshot

A fantastic opportunity to join one of Hong Kong's largest commercial banking groups as a Credit Risk Manager specializing in Credit Model Management.

Company Profile

Our client company is one of the strongest international banking brands in the Asia Pacific region

Responsibilities
  • Pioneer the use of Fin-tech (including Big Data, Machine Learning & Artificial Intelligence, etc.) in the Credit Risk Management area
  • Develop and maintain internal credit risk, expected credit loss and credit portfolio models
  • Perform model-related data analyses and MIS
  • Coordinate with users on model-related enquiries and training
  • Responsible for user requirements and acceptance tests on model settings and rating system workflow
  • Follow the latest development and compliance requirements from regulators on Fin-tech and Basel-related areas

Requirements
  • Bachelor's degree holder or above in Mathematics, Statistics, Actuarial, Fin-tech or data science related disciplines, preferably with CFA/FRM qualifications
  • Minimum 8 years' experience in credit modelling or at least 3 years in advanced Fin-tech areas on credit risk management or business development of any financial institutes. Candidates with less relevant experience may apply for Deputy Manager/Manager
  • Good analytical and communication skills
  • Independent, proactive and able to work under pressure
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage
  • Proficiency in Python/R and SAS

Action Now

Please click 'apply now' or contact Wictor Willumsen via direct line +852 2281 0060 or email wictor_willumsen@persolkelly.com for a confidential discussion about this role and other exciting opportunities.
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