Senior Credit Risk Modelling Manager [Ref no: SCRMM-KF]

Job Responsibilities:

• Responsible for the development, implementation and enhancement of credit risk rating models and systems;
• Monitor and report model performance;
• Formulate policies and procedures to facilitate the credit risk models implementation.

Job Requirements:

• Bachelor Degree in Risk Management, Statistics, Quantitative Finance or related disciplines;
• Professional qualification in ACCA / CPA / CFA / FRM / PRM is preferred;
• In-depth knowledge in Basel regulatory requirements and banking practices in credit risk management is essential;
• Minimum 8 years’ experience in the development of credit risk internal ratings-based system is preferred;
• Sound knowledge in statistical and quantitative analysis and familiar with SAS, Excel VBA, SQL and MS office;
• Analytical, independent, possession of good communication and interpersonal skills;
• Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable;
• Candidate with less relevant experience may be considered as Risk Management Manager.