Senior Manager, Risk Analytics

Job Responsibilities

• Develop new credit risk and HKFRS 9 models
• Monitor the performance of existing models including credit rating and PD/LGD/EAD models and perform model validation
• Oversee ongoing performance monitoring and prepare portfolio MIS
• Review and update credit risk modelling policy and procedure manual
• Assist in formulating and reviewing credit risk policies

Job Requirements

• Bachelor degree in Statistics, Finance, Economics, Risk Management or other related disciplines 
• Minimum 7 years of relevant banking experience in credit risk management and credit operations 
• Strong analytical skilles and a self motivated mindset
• Proficiency in SAS and SQL 
• Excellent communication skills, both written and verbal, in Chinese and English