Job opening - Credit Risk Modeling/ Risk Analytics, ECL, AVP in Hong Kong | Randstad Hong Kong

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summary

hong kong
randstad hong kong
HK$50,000 - HK$60,000 per month
permanent
full-time

specialism
banking & financial services
sub specialism
compliance, risk & governance
reference number
91M0205890_1906574134931656022

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job details

about the company.

Sizeable and fast growing banking group in Hong Kong with solid financial performance

about the job. ...

Capable of execute modelling, provide quantitative analysis and regular bank-wide stress test on various historical data and trends in determining the appropriateness of credit risk (ECL & RWA), market risk and interest rate risks
Carry out liquidity stress testing for deposits and lending statistical data and to ensure risks are holistically measured
Review on IFRS-9 expected credit loss model (ECL) to assess credit risk of development of new banking products and business initiatives, estimation of expected credit loss with advanced internal ratings-based (A-IRB) methodologies
Maintain and adjust macroeconomic forecasting input for existing IFRS-9 models
Establish SAS and Python computing infrastructure for risk modelling and stress testing
Improve/ review existing risk policies and documentations to ensure compliance with regulatory and market standards.

skills & experiences required.

Degree holder in finance, risk management, engineering, quantitative or related disciplines.
At least 4-5 years of credit risk, credit analytic, credit modelling experience in a banking environment, ideally with prior experience in handling expected credit loss (ECL)
Good knowledge of HKFRS-9 Requirements and Basel Requirements.
Programming ability i.e. SAS, Python, C++ or SQL.
Excellent data analytical, quantitative and problem solving skills.
Professional Qualification like FRM, CFA, ACCA etc is treated as a plus.
Good command of both written and spoken English and Chinese (Cantonese and Putonghua).

To apply online, please click on the link. Alternatively, for commercial/ corporate/ transaction banking openings please contact Bowie Lau on + 852 2232 3484 or email: bowie.lau@randstad.com.hk.

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about the company.

Sizeable and fast growing banking group in Hong Kong with solid financial performance

about the job.

Capable of execute modelling, provide quantitative analysis and regular bank-wide stress test on various historical data and trends in determining the appropriateness of credit risk (ECL & RWA), market risk and interest rate risks
Carry out liquidity stress testing for deposits and lending statistical data and to ensure risks are holistically measured
Review on IFRS-9 expected credit loss model (ECL) to assess credit risk of development of new banking products and business initiatives, estimation of expected credit loss with advanced internal ratings-based (A-IRB) methodologies
Maintain and adjust macroeconomic forecasting input for existing IFRS-9 models
Establish SAS and Python computing infrastructure for risk modelling and stress testing
Improve/ review existing risk policies and documentations to ensure compliance with regulatory and market standards.

skills & experiences required.

Degree holder in finance, risk management, engineering, quantitative or related disciplines.
At least 4-5 years of credit risk, credit analytic, credit modelling experience in a banking environment, ideally with prior experience in handling expected credit loss (ECL)
Good knowledge of HKFRS-9 Requirements and Basel Requirements.
Programming ability i.e. SAS, Python, C++ or SQL.
Excellent data analytical, quantitative and problem solving skills.
Professional Qualification like FRM, CFA, ACCA etc is treated as a plus.
Good command of both written and spoken English and Chinese (Cantonese and Putonghua).

...

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experience
4 years
skills
credit risk model, model validation, risk stress testing, risk monitoring, risk analytics, IFRS9, PD, LGD, EAD model, SAS, Excel VBA, SQL, data analytics, engineering, statistics, quantitative finance
qualifications
credit risk model, model validation, risk stress testing, risk monitoring, risk analytics, IFRS9, PD, LGD, EAD model, SAS, Excel VBA, SQL, data analytics, engineering, statistics, quantitative finance
education
Bachelor Degree

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BL

bowie lau

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