About The Company
Our client is a fast growing Asian retail & commercial 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 credit model
- Sound knowledge in statistical tools and quantitative analysis
- Proficient in both spoken and written English and Chinese
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.