Credit Risk Modelling Manager

Location: Hong Kong
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: HK$30000.00 - HK$50000.00 per month
REF: BBBH239876_1579836075

Credit Risk Modelling Manager

Our client, a leading and growing commercial corporate banking group, 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