Head of Credit Risk Modelling
OCBC Wing Hang Bank Limited
Hong Kong, Hong Kong

Lead a team of credit risk modelling analysts to :

  • Develop, implement and maintain credit rating models for the measurement and management of credit risk for different segments of the Bank’s portfolios.
  • Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments.
  • Monitor, back test and report performance of the models.
  • Work closely with independent model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
  • Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decision, business strategies, risk appetite setting and provisioning and capital assessment
  • Requirements

  • At least 10 years of experience in the development and maintenance of quantitative credit risk models / scorecards for consumer and / or wholesale portfolios, with at least 3 years in management of a team.
  • Strong statistical and risk modeling skills, and programming knowledge in SAS, SQL, and / or Python / R.
  • Expert knowledge and competence in credit risk management, Basel requirements and internal risk rating.
  • Strong communication skills especially in explaining complex technical subjects in a simple / pragmatic way and stakeholder management.
  • Experience in leading and managing a team of analysts will be an added advantage.
  • 报告这项工作

    Thank you for reporting this job!

    Your feedback will help us improve the quality of our services.

    通過點擊“持續”,我允許neuvoo同意處理我的數據並向我發送電子郵件提醒,詳見neuvoo的 隱私政策 。我可以隨時撤回我的同意或退訂。