Job ref no.: CT3120577-01#0031
Chiyu Banking Corporation Limited

Credit Risk Modelling Manager

Chiyu Banking Corporation Limited

Benefits
  • 5-day week
  • Birthday leave
  • Compassionate leave
  • Competitive pay
  • Dental plan
  • Discretionary bonus
  • Education subsidies
  • Extra maternity leave
  • Extra paternity leave
  • Family-friendly Leave
  • Housing allowance
  • Insurance plan
  • Marriage leave
  • Medical plan
  • … + 8 more

Responsibilities:

  • Participate in Basel II and III projects coordination and systems implementation for IRB credit risk models
  • Facilitate the development of internal IRB risk parameters and analytic matters
  • Maintain relationships with a broad range of internal divisions within the bank and ensure successful implementation of new models and analytical initiatives
  • Contribute on defining and following up recommendations from regular model validation and data quality management
  • Propose enhancements and other pragmatic solutions to strengthen internal control
  • Perform other duties assigned by supervisors

 

Requirements:

  • Master or Bachelor Degree holder in Risk Management, Statistics, Quantitative Finance or related disciplines;
  • At least 3 years’ working experience with in-depth knowledge in Basel regulatory requirements and banking practices in credit risk management is essential;
  • System and IRB implementation; Hands-on experience in dealing with regulator is highly preferred;
  • Sound knowledge in statistical and quantitative analysis and familiar with SAS, Excel VBA, SQL;
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage

 

We offer competitive packages and promising career opportunities to the right candidates. Please send your full resume with expected salary and the date of availability to The Human Resources Department, Chiyu Banking Corporation Ltd, 12/F, Chiyu Bank Building, 78 Des Voeux Road, Central, Hong Kong, or fax to 2843-0133, or by clicking Apply Now.

Information provided will be treated in strict confidence and only be used for recruitment purposes. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.

More job information
Job ref no. CT3120577-01#0031
Salary
  • N/A
Job Function
Industry
Location
  • Central
Employment Term
  • Permanent
  • Full-time
Experience
  • 3 years - 8 years
Career Level
  • Middle management level
Education
  • Degree
  • Master's degree