Dah Sing Financial Group – Your Employer of Choice People are important stakeholders in our business. We believe in treating our employees well by creating an environment where they can excel, ensuring they are fairly rewarded and engaging them in business. We strive to embed socially responsible...

Dah Sing Financial Group – Your Employer of Choice

People are important stakeholders in our business. We believe in treating our employees well by creating an environment where they can excel, ensuring they are fairly rewarded and engaging them in business. We strive to embed socially responsible values throughout the organization, impacting our day-to-day operations. We support employee wellness, work-life balance and family friendly practices. If you share the same value and aspire to join an organization where you can contribute to its success with a rewarding career in return, join us today.

Head of Commercial Credit - Risk Analytics and Credit Modelling

Job level Senior
Work exp Minimum 15 Years or above
Education Bachelor Degree
Professional Qualification CFA/FRM/CPA
Language English
Location Wanchai
Employment type
Industry Banking
Job function Banking / Finance > Risk Management
Published On 23/09/2016
ref. 1310

Responsibilities:

  • Spearhead the development / enhancement of credit grading model of the bank for better risk differentiation.
  • Enhance the existing credit grading model of the bank. Develop “point-in-time” PD model, LGD model and EAD model for the implementation of IFRS 9 for corporate clients and to formulate policy and procedure for the maintenance and enhancement of these models.
  • Liaise with business on the rollout of these models and provide relevant trainings to marketing and credit staff on the use of these models.
  • Work closely with finance function on the credit related information requirements for the IFRS9 disclosure.
  • Enhance internal credit data capture and infrastructure for providing better and more timely information for credit risk analysis.

 

Requirements:

  • In-depth knowledge and experience in developing credit grading models for different types of corporate and commercial clients.
  • Over 20 years of solid experience in banking with at least 10 years specialized in corporate credit grade modeling and its applications with either banks or professional firms.
  • Proficient in SAS and/or SQL.
  • University degree in relevant discipline.  CFA/FRM/CPA preferred.

All information received will be kept in strict confidence and only for employment-related purposes.