Senior Manager - Credit Analytics / Modelling

Job level Senior
Work exp Minimum 8 Years
Education Bachelor Degree
Language English
Location N/A
Employment type Full Time
Industry Others
Job function Banking / Finance > Credit
Banking / Finance > Research / Analysis
Banking / Finance > Risk Management
Published On 28/11/2016
Salary (HKD) Min. $60,000
ref. 036062

• Degree holder, preferably major in Finance, Maths, Statistics or Quantitative Analysis
• Minimum 8 years' solid experience in credit risk analysis and modelling, preferably in commercial banking
• Excellent data analytics knowledge with expertise in SAS and /or SQL
• In-depth knowledge of credit risk management , hands-on experience on data warehouse and data modelling
• Familiar with application or system (e.g. Excel, Access, Unix and VBA etc.) and other statistical tools
• Familiar with credit related regulatory requirements e.g. Basel, IFRS 9
• Strong communication, presentation, analytical and project management skills
• Proficient in both spoken and written English and Chinese

Responsibilities:
• Responsible for end to end credit risk strategy process to facilitate credit risk management of bank’s corporate portfolio
• Conduct credit risk data analysis, portfolio analysis, risk strategy development and implementation
• Develop and validate credit risk model (scorecard, corporate credit grading, PD, LGD, EAD required for IFRS 9 and Basel III)
• Develop and maintain credit risk data warehouse/DataMart and information system, streamline and automate credit reporting workflow
• Develop and maintain credit risk decision engine
• Develop credit risk tools to evaluate, measure and manage credit risk of corporate portfolio

Contact:
Jo Cheung - 2627 5211
jo@besteam.com.hk