Main Responsibilities :
Be responsible for the development, implementation, monitoring and enhancement of credit risk rating models and systems.
Prepare MI reports relating to credit risk analytics.
Provide support to model governance, model validation, internal and external audit.
Work closely with regulators and internal stakeholders on credit risk model development and other data management exercise to ensure compliance of regulatory requirements.
Support the Bank's development, enhancement and implementation of IRB models.
Assist in performing system enhancement UAT.
Obtain a high-level understanding on the internal rating-based approach requirements from various regulatory bodies, such as CBIRC and HKMA.
DisplayQualifications("- Bachelor degree in Business Administration or other related disciplines
Advanced degree / FRM / CFA qualification is an advantage
Minimum 3 years' relevant experience in credit risk management or related risk management field
Strong programming skill (SAS / VBA) is an advantage
Strong communication and writing skills in Chinese and English, excellent command of Mandarin is an advantage Requirements : - Bachelor degree in Business Administration or other related disciplines
Advanced degree / FRM / CFA qualification is an advantage
Minimum 3 years' relevant experience in credit risk management or related risk management field
Strong programming skill (SAS / VBA) is an advantage
Strong communication and writing skills in Chinese and English, excellent command of Mandarin is an advantage
Applicants who are not contacted within 8 weeks may consider their applications unsuccessful and their personal data will be retained by the bank for a period up to two years.
All information provided by applicants will be used for recruitment purposes only and will be used strictly in accordance with the bank’s personal data policies, a copy of which will be provided upon request.