Job Description
Job duties:
- Formulate stress test models for the Retail and Commercial portfolios, estimate the impact in impairment and monitor stress test results
- Work with Group Risk, other Divisions and outside Vendors on the IFRS 9 and BASEL projects to meet the compliance requirements
- Participate in IFRS 9 validation & enhancement projects, including monitor and validate the models
- Responsible for loan loss forecasting and keep track of impairment charges against budget figures
- Prepare related reporting for P&L and regulatory requirements
- Support Business to develop scoring and credit analytical tools
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
- Good data analytics knowledge in SAS or SQL etc.
- 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
- Good analytical and project management skills
Interested parties please send your detail resume in MS WORD format with current and expected salary through “APPLY NOW”
All data collected will be used for recruitment purpose only & will be used strictly confidential
Only shortlisted candidates will be notified