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
Requirements
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.
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.