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Job ref no.: CT3114630-01#6389

Basel Validation and Implementation, Vice President

Midas Associates Limited

Benefits
  • 5-day week

Our client is a major Chinese Bank, and they are looking for a candidate to join its Basel Team as Vice President. 

Job Responsibilities

1.   Responsible for the development, implementation and enhancement of credit risk rating models and systems.

2.   Provide support to model governance, model validation, internal and external audit.

3.   Work closely with regulators and internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements

4.   Support the Bank’s development, enhancement and implementation of IRB models

5.   To participate in system development projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing

6.  To develop, manage and maintain data control framework for credit risk model development

7.  Obtain a high level understanding on the internal rating based approach requirements from various regulatory bodies, such as CBRC and HKMA.

Requirements

1.  7+ years of relevant experience in credit risk management or related risk management field

2.  Bachelor degree in statistics, mathematics, computer engineering, risk management or quantitative sciences. 

3.  Detailed and hands-on knowledge in credit risk modelling and its applications in banks and other institutions Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB and AIRB)

4.  Deep technical knowledge of customer segmentation, model development, portfolio analytics, data mining development and applications

5.  Strong programming skill (SAS, VBA, SQL and C++)

6.  Experience with SAS is essential 

7.  Strong leadership and management skills

8.  Fluency in Mandarin, English and Cantonese.

Interested parties, please send your updated CV by clicking Apply Now.

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More job information
Job ref no. CT3114630-01#6389
Salary
  • N/A
Job Function
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 7 years - 12 years
Career Level
  • Senior management level
Education
  • Degree