Credit Risk Manager (Credit Model Management)

Job level Senior
Work exp Minimum 5 Years
Education Bachelor Degree
Location
Central Hong Kong Island, Hong Kong
Employment type Full Time
Industry Banking
Job function Accounting > Accounting / Finance Manager
Banking / Finance > General / Operations
Banking / Finance > Risk Management
Published On 27/04/2018 2018-04-27
ref. 494497

Job No.: 494497
Employment Type: Full time
Departments: Risk Management Department
Job Functions: Information Technology, Risk Management 

Responsibilities:

  • Assist in developing and maintaining IRB credit risk models
  • Prepare model data and perform data analysis
  • Assist user departments with the model use enquiries
  • Participate in model system test
  • Perform other duties assigned by supervisors

Requirements:

  • Bachelor degree holder or above in Mathematics, Statistics, Economics, Actuarial or related disciplines, preferably with CFA/FRM qualifications
  • Minimum 5 years’ experience in credit risk management / model development and maintenance in Banks or financial institutes
  • Good analytical and communication skills
  • Independent, proactive and able to work under pressure
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage
  • Proficiency in MS Excel & SAS