Industrial and Commercial Bank of China (Asia) Ltd

Senior Officer, Credit Risk Stress Testing, Risk Management

Industrial and Commercial Bank of China (Asia) Ltd

Job Responsibilities

  • Conduct credit risk stress test and analyze the impact on expected credit loss on various portfolios of the Bank
  • Assist in implementing climate risk management by monitoring the concentration and measuring the risk exposures by quantitative analysis
  • Support climate risk stress test
  • Patriciate in ICAAP (including capital add-on scorecard review and ICAAP stress testing) and recovery planning
  • Monitor and enhance risk appetite indicators of the Bank

Job Requirments

  • University graduate in risk management, statistics, accounting or related discipline
  • Knowledge in credit risk stress testing, IFRS9, PD & LGD and ICAAP
  • Good analytical skills and proficient in programming skills such as SAS, Excel, SQL, VBA and Python
  • Knowledge in accounting or climate risk management is a plus
More job information
  • 5-day week
  • Medical plan
Job Function
Work Model
  • On-site / At the workplace
Employment Term
  • Full-time
Career Level
  • Non-management level
  • Degree