Job Description
- Support the development of credit risk analytical tools to evaluate, measure and manage credit risks of the bank’s Retail and Commercial portfolios
- Perform credit risk data analysis and prepare regular management and regulatory reports
- Assist in impairment and provisioning reporting
- Take part in IFRS 9 validation and enhancement projects
- Assist in conducting regular and ad hoc stress-testing exercises according to regulatory requirements and bank’s policies
Requirements
- Degree holder with minimum 3 years’ experience in credit risk analysis and modelling
- Proficient in SAS programming with good knowledge in Python
- Familiar with credit related regulatory requirements such as Basel and IFRS 9
- Good communication, analytical and project management skills
- Proficient in English and Chinese