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- Posted 15 September 2020
- SalaryHK$30000.00 - HK$50000.00 per month
- LocationHong Kong S.A.R
- Job type Permanent
- DisciplineBanking & Financial Services
- ReferenceBBBH239876_1600137798
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Credit Risk Modelling Manager
Job description
Credit Risk Modelling Manager
Our client, a Virtual Bank, is looking for a Credit Risk Modelling Manager to join their firm.
Responsibilities:
- Developing and maintaining credit rating models and management of credit risk for different segments of the Bank's portfolios
- Execute validation of risk data aggregation and risk reporting against the regulatory requirements, identify any compliance gap, and prioritize a roadmap for the gap-closing activities
- Conduct and execute qualitative and quantitative validation of credit scorecards, IFRS 9, stress testing for retail and non-retail exposure
- Partner with other divisions and outside vendors on the credit risk modelling, business strategies and risk appetite
Requirements:
- University gradated in Mathematics, Statistics, Financial Engineer or relevant disciplines
- 3 years' experience in credit risk modelling or credit analyst in Financial Service industry
- Strong skills on SAS, SQL, Python and R
- Proficient in English and Chinese