About The Company
Our client is a reputable Leading bank in Hong Kong, they are now looking for core members in the Credit Risk Modelling team (I9 & IRB) to cope with their fast expansion.
About The Job
- Participate in the development, implementation, and enhancement of credit risk models, Stress testing and system implementation
- Monitor and report model performance and validation
- Formulate policies and procedures to facilitate the credit risk models implementation
- Carry out ad-hoc reviews, stress test or projects as required
- Bachelor Degree holder in Risk Management, Statistics, Quantitative Finance or related disciplines
- In-depth knowledge in Basel regulatory requirements such as IRB and banking practices in credit risk management is essential
- Around 4-12 years' experience in the development of the credit model
- Sound knowledge in statistical tools and quantitative analysis
- Proficient in both spoken and written English and Chinese
(Less expereinece candidate will be considered as Assitant Manager)
Click "Apply Now" to apply for this position or call Cardie Siu at +852 3180 4955 for a confidential discussion. All information collected will be kept in strict confidence and will be used for recruitment purpose only.