AVP / VP, Risk Management and Data Analytics, Enterprise Credit Risk Management

Responsibilities:

• Prepare analysis, stress testing and model validation on wholesale credit portfolio and banking products, such as Supervisory-driven Stress Test, Climate Risk Stress Test, quantitative analysis, internal credit rating analysis and IFRS9 analysis
• Prepare regular MIS reports on bank-wide credit portfolio to senior management and relevant committees
• Prepare HKMA Banking Returns and ensure the high data accuracy in a timely manner
• Responsible for the on-going automation and enhancement of reporting process
• Drive and support regular data-cleansing exercise
• Perform ad-hoc data analysis to support management decision
• Participate in credit risk related projects

Requirements:

• University graduate or above, preferably in risk management, statistics, or other quantitative disciplines
• At least 8 years’ experience in portfolio management or MIS reporting, experience with regulatory reporting would be preferable
• Proficiency in using analytical or statistical package and programming language such as SAS, SQL, R, MS Excel/ Access, VBA and MS Office; Knowledge in Python and Tableau is an advantage
• Strong in analytical skills with business sense
• Self-motivated, with the ability to meet tight deadlines
• Able to work independently and communicate with internal and external stakeholders
• Proficiency in English and Chinese (including Mandarin speaking)