Head of Credit Modelling

Location: Hong Kong, Hong Kong S.A.R
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Up to HK$1200000.00 per annum
REF: BBBH249558_1624514640

Our client, a leading regional banking group is looking for a Credit Modelling Team Head to join their high calibre team.

Responsibilities:

Assist in the design of validation framework and conduct independent validation on internal rating models

Evaluate credit risk across retail, corporate, FI and sovereign exposures

Review policies and procedures, reporting to HQ as necessary

Independently perform review and validation and compile reports for submission

Keep abreast regulatory requirements

Requirements:

Master's/ Bachelor's degree in Risk Management, Quantitative Finance or related disciplines

Experienced in Basel requirements and at least 8 years validation experience

Experienced with SAS, VBA and SQL

Proficiency in English and Chinese

Contact Elaine CHU on (852) 3103 4366 or elaine.chu@ambition.com.hk / APPLY NOW by clicking the button below