IRB Rating System Implementation, AVP / Senior Officer
Wing Lung Bank Ltd.
Isla de Hong Kong, Hong Kong
3天前

Responsibilities

  • Communicate with respective frontline departments under Corporate Portfolio to convey the concept of IRB use of rating, including IRB RAROC and closely monitor their current practice
  • Participate in the data checking and cleansing process
  • Keep up with the progress of IRB implementation on use of rating in Corporate Portfolio for meeting the standards set by HKMA
  • Coordinate and monitor the production and analysis of regular management reporting to credit risk for management oversight and monitoring
  • Assist management in set-up and periodical review / revision of internal rating related policies and procedural manuals
  • Provide necessary assistance in response to frontline’s request on system enhancement and data cleansing issue
  • Participate in UAT of internal rating system and RAROC system
  • Coordinate the meeting and conduct training to users on the use of internal rating
  • Requirements

  • Minimum 3 years’ relevant working experience
  • Degree holder in Statistics, Computer Science and Risk Management or other relevant discipline
  • Qualified professional preferred such as FRM, CFA or other professional bodies of similar standing
  • Familiar with HKMA Basel IRB requirements
  • Good knowledge in credit and financial analysis techniques
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