Credit Risk Manager (Modelling)

Job No.: 498232
Employment Type: Full time
Departments: Personal Banking Risk And Integrated Management Department
Job Functions: Risk Management

Responsibility

• Develop predictive and decision models to be deployed in systems. This includes the analysis of historical data, data cleaning, sampling, variable selection, modeling and performance evaluation.
• Conduct regular validation and monitoring on the performance of decision models for retail portfolios.
• Formulate data driven decision strategies across the customer credit lifecycle including origination, portfolio management and collections.
• Streamline the process and workflow across the customer credit lifecycle.
• Prepare the user requirement documents and participate in user acceptance tests on decision models.

Requirements:

• Bachelor degree holder or above in Mathematics, Statistics, Risk Management, Computer Science, Engineering or Operations Research
• Minimum 3 years’ working experience in banking, financial institution or credit risk modeling
• At least 1 year working experience in Python, R or SAS, and familiarity with these software program coding standards and best practices
• Strong statistical knowledge of the following: Segmentation, Linear and Logistic Regressions, Machine Learning algorithms such as Random Forest and XGBoost
• Good communication skill, passionate and energetic
• Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage 

We offer competitive remuneration package and comprehensive fringe benefits including medical and life insurance, and different types of allowances to the right candidate. Interested parties, please submit your application online. For details, please visit our website http://www.bochk.com

To apply: https://careers.pageuppeople.com/798/cw/en/job/498232?lApplicationSubSourceID=11232

Data collected would be used for recruitment purposes only. It might also be disclosed to our subsidiaries or Associated Companies to process the information for appointment. Applicants who do not hear from us within 8 weeks may consider their application unsuccessful and their data will be destroyed within 12 months of receipt.