Officer/Senior Officer, Market and Credit Risk Methodologies (1 year contract)

Key Responsibilities

• Assist to generate regular risk monitoring reports for liquidity risk and interest rate risk in banking book

• Support credit risk stress testing by conducting quantitative analysis

• Participate in behavioral models review for liquidity risk and interest rate risk

• Support the ECL reporting and ECL model monitoring

• Support other ad-hoc reporting/ analytical tasks in respect to requests from supervisor

 Requirements

• Degree holder in Statistics, Quantitative Analysis, Finance, Risk Management or related disciplines

• 1 - 2 years relevant working experience in finance industry is preferable

• Possess good programming skills such as SAS, Python, R, VBA, etc.

• Analytical, self-motivated, detail-minded

• Good command of written and spoken English and Chinese (including Putonghua)

(Fresh graduate in above disciplines is also welcome.)