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
