Senior Manager / Manager, Credit Analytics / Modelling (Bank)

Job level Middle
Work exp 5 Years To 8 Years
Education Bachelor Degree
Location N/A
Employment type
Industry Banking
Job function Banking / Finance > Risk Management
Accounting > Credit Control
Banking / Finance > Research / Analysis
Published On 02/11/2016

Our client, a reputable listed bank, is looking for an experienced candidate to join their team. Focusing on Credit Analytics / Modelling, candidate is responsible for:

 

Responsibilities:

Senior Manager

  • 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
  • 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)

 

Manager

  • Develop and maintain credit risk Data warehouse/DataMart and information system, automate credit reporting workflow
  • Support credit risk data analysis, portfolio analysis and strategy development and implementation
  • Participate in credit risk decision engine development and maintenance
  • Participate in credit risk tools development to evaluate, measure and manage credit risk of corporate portfolio
  • Participate in credit risk modelling (scorecards, corporate credit grading, PD, LGD, EAD required for IFRS 9 and Basel III)

 

Requirements:

  • University graduate, preferably major in Finance, Maths, Statistics , Quantitative Analysis, Computer Science, Engineering or related disciplines 
  • At least 5 - 8 years' solid experience in credit risk analysis and modelling, preferably in commercial banking
  • In-depth knowledge of credit risk management , hands-on experience on data warehouse and data modelling
  • Familiar with credit related regulatory requirements e.g. Basel, IFRS 9
  • Excellent data analytics knowledge with expertise in SAS and /or SQL
  • Strong communication, presentation, analytical and project management skills
  • Proficient in both spoken and written English and Chinese

 

Interested candidates please forward your resume (in MS Word format) together with current and expected salary details to resume@talent-axis.com