Job ref no.: CT3121236-01#0034
Great Union Human Capital Ltd.

Manager, Credit Risk Modelling

Great Union Human Capital Ltd.

Benefits
  • 5-day week
  • Birthday leave

Our clients are now seeking for experienced candidates to join their team.

Responsibilities:

• Formulate stress test models for the Retail and Commercial portfolios, estimate the impact in impairment and monitor stress test results
• Take part in IFRS 9 validation & enhancement projects, including on-going monitor and validate the models
• Prepare related reporting for P&L and regulatory requirement
• Responsible for loan loss forecasting and keep track of impairment charge against budget figures
• Partner with Group Risk, other divisions and outside vendors on the IFRS 9 and BASEL projects to meet the compliance in accordance with internal and external regulatory requirement
• Support Business to develop state-of-the-art scoring and credit analytical tools to optimize risk-reward balance under the dynamic market environment

 

Requirements:

• University graduate preferably major in Finance, Mathematics, Statistics or Quantitative Analysis
• 5 years’ experience in credit risk analysis and modelling
• Excellent data analytics knowledge with expertise in SAS and / or SQL
• In depth knowledge of credit risk management, hands-on experience on data warehouse and data modelling
• Familiar with application or system (e.g. Excel, Access, Unix and VBA etc.) and other statistical tools
• Familiar with credit related regulatory requirements e.g. Basel, IFRS 9
• Good communication, presentation, analytical and project management skills
• Proficient in both spoken and written English and Chinese

Any interested party please send your CV to [via CTgoodjobs Apply Now ]

More job information
Job ref no. CT3121236-01#0034
Salary
Job Function
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 3 years - 20 years or above
Career Level
  • Middle management level
Education
  • N/A