Job Title

Credit Risk Modelling Manager (Bank)

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Job Description

 

Job duties:

  • Formulate stress test models for the Retail and Commercial portfolios, estimate the impact in impairment and monitor stress test results
  • On-going monitor and validate the models. Recommend and implement alignments
  • Responsible for loan loss forecasting and keep track of impairment charge against budget figures
  • Prepare and monitor impairment and provisioning reporting for P&L and regulatory requirements
  • Take part in IFRS 9 validation and enhancement projects
  • Partner with Group Risk, other divisions and outside vendors on the IFRS 9 and BASEL projects to meet the compliance in accordance with internal and external regulatory requirements

 

Job requirements:

  • University graduate preferably major in Finance, Mathematics, Statistics, Quantitative Analysis or related disciplines
  • Over 4 years’ experience in credit risk analysis and modelling
  • Familiar with application or system (e.g. Excel, Access, Unix and VBA etc.) and other statistical tools
  • Good data analytics knowledge with expertise in SAS and / or SQL
  • In depth knowledge of credit risk management, hands-on experience on data warehouse and data modelling
  • Familiar with credit related regulatory requirements e.g. Basel, IFRS 9


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Interested parties please send your detail resume in MS WORD format with current and expected salary through APPLY FOR THIS JOB.

All data collected will be used for recruitment purpose only & will be used strictly confidential.
Only shortlisted candidates will be notified.

Required: Banking / Finance
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Application

Credit Risk Modelling Manager (Bank) (ID: 2563)

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