head of risk modelling - corporate & commercial bank in Hong Kong

posted
contact
lily gehui, randstad hong kong
job type
permanent
salary
HK$ 1,000,000 - HK$ 1,400,000 per year
apply now

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 1,000,000 - HK$ 1,400,000 per year
reference number
91M0132235_1554343159
contact
lily gehui, randstad hong kong
apply now

job description

about the company.

Our client is an expanding Corporate and Commercial Banking Group with a strong presence in Greater China.

about the job.

  • You will maintain, develop and support credit rating models for the measurement and management of credit risk for the Bank’s portfolios
  • You will develop and maintain the rating systems' user requirements, parameters and configurations for different segments
  • You need to perform the monitoring, back test and report performance of the models
  • You will work closely with independent model validators and active engagement with stakeholders to develop analytic solutions

skills & experiences required.

  • Bachelor's degree holder in Finance, Mathematics, Statistics, Financial Engineer or related discipline
  • At least 8 -10 years’ work experience in credit risk analysis, modelling and stress testing, with management experience will be preferred
  • Good knowledge of SAS, SQL, VBA, Python or R will be preferred
  • 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

risk modelling, credit risk modelling, credit rating models, credit risk methodologies, credit risk analytics, model validation, risk appetite, stress testing, MIS reporting

qualification

Bachelor's degree holder in Finance, Mathematics, Statistics, Financial Engineer or related discipline

educational requirements

Bachelor Degree