Integrated Risk Analytics - Assistant Manager

Summary:

• This role will provide strong support to senior management for holistic and integrated risk management, with focus on credit related stress-testing, review/setting of risk appetite and credit concentration risk management.
• In this role, you will also work closely with head office to support independent model validation (including IRB models for credit ratings and ECL).

What you will be doing:

• Co-ordinate with head office, risk teams and business units to conduct in depth review of the risk appetite and credit concentration limits, with consideration on the Bank’s strategic growth and risk/return. 
• Drive the Internal Capital Adequacy Assessment Process (“ICAAP”) by performing bank wide credit stress and consolidating different risk teams’ assessment.
• Work with head office for regular independent model validation on IRB models for credit rating and ECL.
• Conduct credit stress tests per regulatory and/or internal requirements (e.g. HKMA Supervisor-driven Stress Testing).
• Participate in the Bank’s various climate risk initiatives, including Climate Risk Stress Testing.
• Handle ad-hoc enquiries from regulators and other stakeholders.

What we are looking for:

• Bachelor's degree in Business, Risk Management, Quantitative or related disciplines
• Team player with excellent communication, presentation, and interpersonal skills (both in English, Cantonese and Mandarin)
• Proficiency in the use of MS Excel, MS Access, MS Powerpoint to support data aggregation, analyses and reporting
• An achiever with a growth mindset and can-do attitude
• Eager to contribute to the organization and drive positive results