Vice President, Risk Analytics

Responsibilities:

• Conduct regular calculation on IFRS 9 expected credit losses.
• Perform credit risk analytics on the bank's portfolios to support business needs.
• Assist on IFRS 9 model review and model monitoring.
• Prepare regular credit MIS and analysis.
• Assist on the enhancement of impairment models (e.g, Probability of Default (PD) models).
• Perform the potential enhancement of current workflow and ad-hoc credit analysis .

Requirements:

• Bachelor degree in statistics, mathematics, computer engineering, risk management, quantitative sciences or other related disciplines. Advanced degree in quantitative sciences is an advantage.
• Qualification for Enhanced Competency Framework (ECF) is preferable.
• Minimum 7 years of relevant experience in credit risk management or related risk management field.
• Candidates with less experience will be considered as AVP / Manager.
• Hands on experience in data analytics and statistics.
• Good team player and able to deal with large amount of data.
• Experience with SAS is essential and FRM / CFA qualification is preferable.
• Good command of both English and Chinese, including Putonghua.