Senior Officer, Credit Risk Stress Testing, Risk Management

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