Job Description
Responsibilities:
- Perform the various initiatives assigned by Department Head
- Review the impacts of the key risk areas for Basel III development and IFRS9 standards
- Lead and plan the development and enhancement of the credit risk rating models, IFRS9 Expected Credit Loss models and stress-testing models etc.
Requirements:
- University graduate or Relevant Professional Qualifications
- Over 5 years banking experience and minimum 3 years of relevant experience in Bank
- Hands-on experience in assessing risks arising from Head Office’s products in bank
- Familiar with credit models and the relevant regulatory requirements
- Good analytical and report writing skills
Candidate with less experience can apply for “Risk Manager, Model Validation”