VP/AVP/Manager, Risk Analytics

Main Responsibilities

Conduct regular calculation on IFRS 9 expected credit losses

• Perform credit risk analytics on the bank portfolios to support business needs
• Prepare regular credit MIS and analysis
• Assist on the enhancement of impairment models (e.g, Probability of Default (PD) models)
• Perform the potential enhancement of current workflow and ad-hoc credit analysis

Requirements

• Bachelor degree in statistics, mathematics, computer engineering, risk management, quantitative sciences or other related disciplines. Advanced degree in quantitative sciences is an advantage
• Minimum 7 years of relevant experience in credit risk management or related risk management field.
• Candidates with less experience will be considered as AVP / Manager. Open to fresh graduate
• Hands on experience in data analytics and statistics
• Good team player and able to deal with large amount of data
• Experience with SAS is essential and FRM / CFA qualification is preferable
• Good command of both English and Chinese, including Putonghua

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.