Job ref no.: 116532/JL (CT3128849-01#0152)
China CITIC Bank International Limited

Assistant General Manager, Credit Risk Methodologies and Analytics

China CITIC Bank International Limited

Job Purpose

  • Establish credit risk methodology, systems and tools to ensure compliance with Banking Capital Rules for Basel requirements and Internal Capital Adequacy Assessment Process (ICAAP).
  • Review regular credit impairment report to meet HKFRS-9 requirements and assess the movement of credit impairment to drive methodology enhancement.

Key Responsibilities

  • Review the methodology and system for centralizing customer exposures and relevant credit risk mitigation ensuring compliance with Basel rules according to HKMA’s regulation.
  • Evaluate and enhance the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements.
  • Review the result of various Credit Risk Stress Tests including quarterly stress testing (QST), ICAPP stress testing (IST), supervisory-driven stress (SDST) testing, recovery plan stress testing (RPST) and reverse stress testing. Manage stress testing methodology to satisfy various regulatory requirement.
  • Review credit risk RWA calculation and suggest credit RWA as appropriate to meet the Bank and HKMA’s requirement.
  • Liaise with regulators, auditors, external parties and credit rating agencies and provide explanations and clarifications on the credit risk methodologies adopted by the Bank.


  • Degree holder in Finance, Accounting, Statistics or related disciplines.
  • 8 - 10 years' relevant experience in bank or related industry.
  • Familiar with Basel frameworks and credit risk approaches (Standard, F-IRB, A-IRB) and HKMA capital banking rules.
  • Proficiency in credit risk quantitative modeling, expected loss computations, data & risk analysis and stress testing.
  • Self-motivated, independent, with good communication skills, able to communicate effectively at all levels.
  • Good command of written and spoken English and Chinese including Putonghua.
  • Candidate with less experience will be considered for the role of Assistant Vice President.

For more details about career opportunities with the Bank, please visit our website Please apply with full resume stating current and expected salaries via

Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.

China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.

More job information
Job ref no. 116532/JL (CT3128849-01#0152)
Job Function
  • Quarry Bay
Employment Term
  • Permanent
  • Full-time
  • 8 years - 10 years
Career Level
  • Senior management level
  • Degree
  • Master's degree