Job ref no.: VP/BRM/CT
China Construction Bank (Asia) Corporation Ltd

Vice President, Basel - Risk Management (Ref no.:VP/BRM/CT)

China Construction Bank (Asia) Corporation Ltd

Main responsibilities:

  • Responsible for the development, implementation and enhancement of credit risk rating models and systems.
  • Provide support to model governance, model validation, internal and external audit
  • Work closely with regulators and internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements
  • Support the Bank’s development, enhancement and implementation of IRB models
  • To participate in system development projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing
  • To develop, manage and maintain data control framework for credit risk model development
  • Obtain a high level understanding on the internal rating based approach requirements from various regulatory bodies, such as CBRC and HKMA.

Requirements:

  • 7+ years of relevant experience in credit risk management or related risk management field
  • Bachelor degree in statistics, mathematics, computer engineering, risk management or quantitative sciences
  • Advanced degree in quantitative sciences is an advantage
  • Detailed and hands-on knowledge in credit risk modelling and its applications in banks and other institutions
  • Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB and AIRB)
  • Deep technical knowledge of customer segmentation, model development, portfolio analytics, data mining development and applications
  • Strong programming skill (SAS, VBA, SQL and C++)
  • Experience with SAS is essential and FRM / CFA qualification is preferable
  • Strong leadership and management skills
  • Good command of both English and Chinese, including Putonghua

* Candidates with less experience will be considered as Assistant Vice President.

To apply, please send your detailed resume stating present and expected salary to one of the following channels:-

By Email: [via CTgoodjobs Apply Now ]

By Fax: 2526 8181
 

Applicants who are not contacted within 8 weeks may consider their applications unsuccessful and their personal data will be retained by the bank for a period up to two years.


All information provided by applicants will be used for recruitment purposes only and will be used strictly in accordance with the bank’s personal data policies, a copy of which will be provided upon request.

More job information
Job ref no. VP/BRM/CT (CT3114305-01#0216)
Salary
  • N/A
Job Function
Industry
Location
  • Kowloon Bay
Employment Term
  • Permanent
  • Full-time
Experience
  • 7 years - 8 years
Career Level
  • Middle management level
Education
  • Degree