Credit Risk Modelling, Manager (IFRS 9/ Basel II and III)

Location: Hong Kong, Hong Kong
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: HK$40000.00 - HK$50000.00 per month
REF: BBBH233959_1560825218

Our client is a Retail and Commercial Bank in Hong Kong. They are looking for a Credit Risk Modelling Manager to join their team.

Responsibilities:

  • 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
  • Participate in Basel II and III projects coordination and systems implementation for IRB credit risk models
  • Develop and formulate IRB risk analytic and model validation
  • Prepare report and provide advise to different business units and managements

Requirements:

  • University graduated from Data Analytics, Engineering, Risk Management, Statistics or other related discipline
  • 3 years' experience in credit risk in Basel, data quality control or data report
  • Familiar with SAS, Excel VBA and SQL
  • Proficient in English and Chinese

Interested parties, please click "APPLY NOW" or send your application to anthony.chan@ambition.com.hk or contact at Anthony Chan +852 3103 4363

www.ambition.com.hk

Data provided is for recruitment purposes only