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Manager, Credit Risk Modelling, Leading Banking Group

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Additional headcounts of a project management team under risk management department, covering Basel related project

Job Responsibilities:

  • Monitor and evaluate internal ratings based (IRB) models, including application and behaviour scorecards, probability of default (PD), loss given default (LGD), and exposure at default (EAD) models.
  • Responsible for the implementation of IRB models into credit decision system, conduct UAT for system implementation
  • Perform data analysis to ensure data quality for the overall credit risk system
  • Collaborate with internal credit risk and business functions in developing an efficient analytical strategy on model usage in orde to meet business needs within the group risk apetite

Requirements:

  • Bachelor or Master degree holder, preferably from a relevant dicispline, i.e. Risk Management, Mathematics, Statistics,, Computer Science, Economics, Finance, ideally FRM certified
  • At least 5-8 years of relevant credit risk modelling/ risk methodology experience from a banking background; consulting background will also be considered
  • Strong data analysis skills using relevant software packages i.e. Python, SQL, SAS, VBA
  • Fluent Chinese, Mandarin and English

To apply online, please click on the link. Alternatively, for a confidential discussion please contact James Cheng on + 852 2103 5372 or email: james.cheng@robertwalters.com.hk

Contract Type: FULL_TIME

Specialism: Financial Services

Focus: Risk management

Industry: Banking

Salary: HKD600,000 - HKD720,000 per annum + Attractive bonus

Workplace Type: On-site

Experience Level: Mid Management

Language: Chinese - Bilingual

Second Language: English - Professional Working

Location: Central and Western District

Job Reference: X0OF8D-40351919

Date posted: 4 February 2025

Consultant: James Cheng

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