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.

Requirements

  • 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 http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries via https://careers.cncbinternational.com.

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)
Salary
Job Function
Industry
Location
  • Quarry Bay
Employment Term
  • Permanent
  • Full-time
Experience
  • 8 years - 10 years
Career Level
  • Senior management level
Education
  • Degree
  • Master's degree