Credit Analytics, AVP/ Manager
Salary Negotiable
Location Hong Kong
FULL_TIMEConsultant Christy Zhang
JobRef 1043140/001
Date posted 29 July 2022
hong-kong banking-financial-services/risk-credit-mkt-operational 2022-07-29 2022-09-27 banking Hong Kong HK Robert Walters https://www.robertwalters.com.hk https://www.robertwalters.com.hk/content/dam/robert-walters/global/images/logos/web-logos/square-logo.pngReporting to the regional team head, you will be responsible for building the credit models.
Requirements:
- Follow the bank's guidelines on the development, implementation, and monitoring credit risk models
- Support Stress Testing, IFRS9, IRB, and Economic Capital across key customer groups
- Improve measurement of risk-related capital resources
- Close alignment between the Risk and Business or Support functions in execution of the role
- Alignment of the regional Analytics to the Global Analytics via a close and collaborative on-going relationship with Group Risk and the Global Head Global Risk Analytics
- Lead the analysis, development and coordination with Customer Groups, Product Groups, Group Risk and regulators on the review and re-development of Wholesale credit models
- Manage the development and monitoring of risk policies, processes and tools that facilitate risk based business management
- Management of research, review, formulation and revision of wholesale credit policies and guidelines from modelling perspective
Requirements
- Degrees in Finance, Mathematics, Risk Management, Statistics or a related field
- Good understanding of credit (PD/EAD/LGD) modelling, in particular within the wholesale environment
- Experienced in banking industry, including experience in Risk and in a business line (preferably corporate)
- Hands on experience in stress testing and Basel modelling and validation
- Knowledge in regulatory capital rules
- Hands on experience in Python, SAS or any programming language
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