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Job ref no.: CT3118116-01#0326
Bank of Communications Co., Ltd. Hong Kong Branch

Senior Analyst, Quantitative Analysis

Bank of Communications Co., Ltd. Hong Kong Branch

  • Validate and monitor IRB PD model for exposure to bank, corporate and retail.
  • Implement IFRS9 PD/LGD/EAD model for impairment calculation.
  • Stress testing for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan according to Bank’s risk appetite. 
  • Degree holder or above with major in Mathematics, Statistics, Financial Engineering or related disciplines, with FRM or CFA qualification is an advantage
  • Minimum 3 years’ relevant experience in banking or financial sector, with extensive and intensive knowledge on Basel and credit risk models
  • Analytical experience on Basel modeling (PD, LGD, EAD etc)
  • In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel modelling): Logistic Regression, PCA, Scorecard development; KS- statistics; Reject inference techniques; Data sampling and time series modelling approaches.
  • Strong computing and programming skill such as SAS, VBA and Matlab is a must.
  • Candidates with less experience will be considered as Analyst, Quantitative Analysis

The above post requires proficiency in English, Cantonese and Putonghua.

We offer attractive remuneration package to the right candidates. Please send your full resume with expected salary to The Human Resources Manager, Bank of Communications Co., Ltd., 10/F, Bank of Communications Tower, 231-235 Gloucester Road, Wan Chai, Hong Kong, or fax to 2838 9209, or e-mail to : [via CTgoodjobs Apply Now ] .

Data held by the Bank relating to employment applications will be kept confidential and used only for consideration of applications. The bank may also refer suitable applicants to other vacancies within the Group. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.

Bank of Communications Co., Ltd. Hong Kong Branch (Incorporated in the People's Republic of
China)

More job information
Job ref no. CT3118116-01#0326
Salary
  • N/A
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 3 years - 8 years
Career Level
  • Non-management level
Education
  • Degree