credit risk methodologies and analytics manager in Hong Kong

posted
contact
cheryl tsang, randstad hong kong
job type
permanent
salary
HK$ 40,000 - HK$ 50,000 per year

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 40,000 - HK$ 50,000 per year
reference number
91M0154869_1617785876
contact
cheryl tsang, randstad hong kong
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job description

about the company

  • Our client is a well-established retail & corporate bank.



about the team

  • The team is expanding.




about the job

  • You will be responsible for performing and enhancing credit risk methodology, systems and tools to comply with Internal Capital Adequacy Assessment Process (ICAAP) and Banking Capital Rules for Basel requirements;
  • You will conduct credit impairment reports to ensure HKFRS-9 requirements are complied;
  • You will enhance credit risk RWA calculation and advise on Return of Allocate Capital (ROAC);
  • You will enhance stress testing methodology, perform data validation, and analyse on credit impairment provision movement




skills & experiences required

  • Bachelor's Degree holder in Finance, Accounting, Statistics or related disciplines with at least 5 years' relevant experience in bank or related industry;
  • Understanding of Basel frameworks and HKMA capital banking rules is a must;
  • Familiar with quantitative modeling in credit risk, stress testing. and expected loss computations;
  • Good command of written and spoken English and Chinese (Cantonese and Mandarin);
  • Candidate with more experience will be considered as Senior Manager





To apply online, please click on the link. Alternatively, for a confidential discussion please contact Cheryl Tsang on + 852 2232 3470 or email: cheryl.tsang@randstad.com.hk

skills

credit risk, modelling, BASEL, IFRS-9, quantitative modelling, risk analytics

qualification

CFA or FRM preferred

educational requirements

Bachelor Degree