Senior / Credit Risk Manager (Credit Model Management)

Job No.: 498707
Employment Type: Full time
Departments: Risk Management Department
Job Functions: Risk Management

Responsibility

• Develop and maintain credit risk internal credit rating, IFRS9 expected credit loss, credit portfolio and Fin-tech models
• Perform model related data analyses and MIS reporting
• Coordinate with users on model related enquiries and trainings
• Responsible for user requirements and acceptance tests on model settings and rating system workflow
• Follow the latest development and compliance requirements from regulators on Fin-tech, IFRS9 and Basel related areas

Requirements:

• Bachelor degree holder or above in Mathematics, Statistics, Actuarial, Fin-tech or data science related disciplines, preferably with CFA/FRM qualifications
• Minimum 3 years’ experience in credit risk modeling
• Good analytical and communication skills
• Independent, proactive and able to work under pressure
• Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage
• Ability to code with statistical programming language (e.g. Python/R or SAS)