credit risk analytics - stress testing in Hong Kong

posted
contact
lily gehui, randstad hong kong
job type
permanent
salary
HK$ 30,000 - HK$ 35,000 per month

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 30,000 - HK$ 35,000 per month
reference number
91M0142567_1600143832
contact
lily gehui, randstad hong kong
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job description

about the company.

Our client is an expanding Commercial, Corporate and Investment Bank is seeking for a credit risk analytics to join their credit risk team.


about the job

  • You will assist in performing impairment assessment and analysis, credit RWA analysis, ICAAP, stress testing and CVA/DVA
  • You will assist in review, enhance and implement internal credit models, credit risk stress-testing models, impairment provision models and, risk based pricing models
  • You will assist in formulating policies and procedures to facilitate credit risk management related processes
  • You will coordinate inputs from various stakeholders within the Bank and compile management reports and disclosures for analysis and internal monitoring

skills & experiences required

  • Bachelor's degree holder in Risk Management, Mathematics, Statistics or related discipline
  • At least 3 years work experience in credit risk modelling, analytic and statistics
  • Sound knowledge of SAS, VBA and Excel
  • Good written and spoken communication skills in English and Chinese language

To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Lily Tu on + 852 2232 3472 or email: lily.tu@randstad.com.hk

skills

credit risk, credit control, credit modelling, credit analyst, credit MIS report, credit rating, credit policy

qualification

Degree holder in Risk Management, Mathematics, Statistics or related discipline

educational requirements

Bachelor Degree