Risk Analytics Manager (Portfolio Analytics) - Risk Analytics & Governance

Responsibilities

• Manage Credit RWA analytics, system calculation, regulatory reporting including Pillar 3 disclosure, under Basel III final reform.
• Responsible for data analytics, risk management reporting and ad-hoc enquiries from regulators.
• Participate in system development projects and co-ordinate change request through the cycles, including providing user requirements, user acceptance test, and specifications updates.
• Liaise with vendors or consultants when taking part in ad-hoc risk projects or regulatory projects.
• Enhance and carry out internal control procedures on data governance and profiling, to meet with BCBS239 requirements.

 
Requirements

• University graduate in Statistics, Risk Management, Finance, Quantitative Analysis or related discipline
• Proficiency in Excel VBA, SQL and/or related analytic tools such as SAS
• Knowledge of Basel III and other regulatory reporting requirement is an advantage
• Good communication, analytical and problem solving skills
• A mature and good team player who can work independently and under pressure
• Proficiency in both spoken and written English and Chinese