Head of Commercial Credit - Risk Analytics and Credit Modelling

Job level Senior
Work exp Minimum 15 Years or above
Education Bachelor Degree
Location N/A
Employment type Full Time
Industry Others
Job function Banking / Finance > Risk Management
Management > General Management
Accounting > Accounting / Finance Manager
Published On 26/09/2016
Salary (HKD) Min. $100,000
ref. 036061

• Degree holder in relevant discipline with CFA/FRM/CPA are preferred
• Minimum 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
• In-depth knowledge and experience in developing credit grading models for corporate and commercial clients
• Proficient in SAS and/or SQL

• Responsible for spearheading the development and enhancement of credit grading model of the bank for better risk differentiation
• Work closely with finance function on the credit related information requirements for the IFRS9 disclosure
• 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
• Enhance internal credit data capture and infrastructure for providing better and more timely information for credit risk analysis
• Liaise with business on the rollout of these models and provide relevant trainings to marketing and credit staff on the use of these models

Shadow Luk - 2627 5293