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Credit Risk Modelling Manager

Job Title: Credit Risk Modelling Manager
Contract Type: Permanent
Location: Hong Kong, Hong Kong
Industry:
Salary: Negotiable
Reference: BBBH10299_1565800592
Contact Name: Tessa Chan
Contact Email: tessa.chan@kos-intl.com
Job Published: August 15, 2019 00:36

Job Description

About our Client

Our client is an aggressive and fast growing bank. Due to the business growth, they are currently looking for a Credit Risk Model Manager to join their team.

About the Role

Reporting to the section head, you will be responsible for the followings,

  • Assist in Basel Projects and system implementation for IRB credit risk model.
  • Facilitate and enhance the system of internal IRB risk parameters and analytic matters.
  • Maintain close contact with internal stake holders to review and evaluate the implementation of new models and initiatives.
  • Modify the credit risk model according to model validation and data quality management.
  • Maintain and update the external / regulatory requirements relating to models and propose solution to enhance internal control.
  • Assist in ad hoc project as assigned.

The successful Applicant

  • Degree holder in Statistics, Quantitative Analysis, Computer Science and Risk Management or related disciplines
  • Minimum 3+ years of working experience in banking or financial institution with solid knowledge in Basel regulatory requirements and banking practices in credit risk management
  • Hands-on experience in IRB implementation
  • Sound knowledge of quantitative analysis and familiar with SAS, Excel VBA, SQL
  • Excellent analytical and organizational skill
  • Good interpersonal and communication skills to work with internal parties
  • Ability to prioritise, multitask and work under tight deadlines
  • Proficiency in both spoken and written English and Chinese (Cantonese and Mandarin)





Click "Apply Now" to apply for this position or call Tessa Chan at +852 3180 4950 for a confidential discussion. All information collected will be kept in strict confidence and will be used for recruitment purpose only.