Design and carry out credit risk stress-testing programmes and concentration capital estimation for ICAAP according to latest regulatory requirements. Review, enhance, implement and maintain credit risk stress-testing models. Review the credit risk policies and procedures to facilitate credit risk models implementation. Perform ad hoc projects upon request.
- Master or Bachelor Degree holder in Statistics, Quantitative Finance, Economics, Risk Management or relevant discipline; or professional qualification in CFA/FRM with at least 8 years relevant experience in banking or financial markets;
- Sound knowledge in Basel regulatory requirements and banking practices in credit risk management, with hands-on experience in latest risk management development; knowledge in economic forecasting and counterparty credit risk / SA-CCR is a plus;
- Strong analytical mind, independent, good problem-solving and multi-tasks handling ability;
- Good communication and interpersonal skills with good report-writing skills;
- Good command of PC skills and programming such as SAS, Excel VBA, Access SQL, Python and Chinese word processing is an advantage. Knowledge in Fermat/Risk Authority and Bloomberg application is preferable;
- Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable.
(Candidate with less experience will be considered as Risk Management Manager.)
If you are flexible enough and zeal for a harmonious and supportive working environment where enables you to grow and succeed professionally, please send a full resume indicating your public examination results (HKCEE and HKALE / HKDSE), your present and expected salary and quoting reference number attention to Talent Acquisition Division, Nanyang Commercial Bank, 151 Des Voeux Road Central, Hong Kong or apply through email. For details, please visit https://www.ncb.com.hk/ and select the page Recruit.
We are an Equal Opportunities Employer. Data collected would be used for recruitment purposes only. Applicants who do not hear from us within 8 weeks may consider their applications unsuccessful and their data will be destroyed within 12 months of receipt.