Credit Risk Modelling Manager/ VP (IRB / Basel Team)
Job Title: | Credit Risk Modelling Manager/ VP (IRB / Basel Team) |
Contract Type: | Permanent |
Location: | Hong Kong |
Industry: | Financial Services, Frontline Sales & Operation Support |
Reference: | 44706_1603073529 |
Contact Name: | Cardie Siu |
Contact Email: |
Job Description
Our client is a sizable retail & commercial bank in Hong kong. Due to the expansion plan, currently looking for a credit risk modelling manager for the IRB TEAM in Credit Risk Modelling Section.
Responsibilities
- Assist in developing and maintaining IRB credit risk models and scorecards
- Provide support to model governance, model validation, internal and external audit.
- Assist user departments with the model use enquiries
- To handle credit portfolio management and prepare MIS reports
- Perform other duties assigned by supervisors
Requirements
- University graduate or relevant professional qualification
- Minimum 5 years' experience in the credit risk management/model development and maintenance in Banks or financial institutes
- Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB OR AIRB)
- Good analytical and communication skills
- Solid experience in data mining, credit risk modeling and scoring
- Proficiency in MS Excel & SAS
- Good command of both spoken and written English and Chinese
Candidate with less experience will be considered as well
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.
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