Job No.: 492492 Employment Type: Full time Departments: Risk Management Department Job Functions: Investment Management, Risk Management
Explore the changes and trends of the risk drivers for the Group and Subsidiaries’ banks according to the changes in macro environment and the credit portfolio constituents, identify key risks for ongoing monitoring and provide enhancement recommendations.
Execute credit portfolio planning, including the portfolio limit setting and the asset quality budgeting, ongoing monitoring and analyzing the causes of variation
Responsible for setting the Group/ Bank credit risk stress scenarios and provide high quality analysis on what the key risks would be to the bank’s earnings, CAR and asset quality should such scenarios materialize.
Responsible for the Group/ Bank credit concentration risk and asset quality assessment under Basel II Pillar II.
Engage in the implementation and ongoing refinement of the IFRS 9 impairment methodology
Assist in the review of methodology and tools for credit risk stress test and credit concentration risk assessment, provide enhancement recommendations and assist in the implementation on the Bank’s IT systems.
Degree holder or above with major in Economics, Risk Management, Statistics, Mathematics or related discipline.
CPA or FRM preferred
At least 5 years experience in banking industry (portfolio analysis, model development, accounting, finance or research) within which not less than 3 years experience in credit risk management.
Sound knowledge of credit risk theories, modeling techniques, Basel requirements and awareness of IFRS 9
Solid analytical skills and proficient in using SAS, Microsoft Excel (VBA) and Access (SQL)
Strong interpersonal and communication skills
Good command in written and spoken English and Chinese
With creativity and spirit of commitment
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
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.