Main Responsibilities

• Conduct regular calculation on IFRS 9 expected credit losses.
• Perform credit risk analytics on the bank's portfolios to support business needs.
• Assist on IFRS 9 model review and model monitoring.
• Prepare regular credit MIS and analysis.
• Assist on the enhancement of impairment models (e.g, Probability of Default (PD) models).
• Perform the potential enhancement of current workflow and ad-hoc credit analysis.

Requirements

• Bachelor degree in statistics, mathematics, computer engineering, risk management, quantitative sciences or other related disciplines. Advanced degree in quantitative sciences is an advantage.
• Qualification for Enhanced Competency Framework (ECF) is preferable.
• Minimum 5 years of relevant experience in credit risk management or related risk management field.
• Candidates with less experience will be considered as AVP / Manager.
• Hands on experience in data analytics and statistics.
• Good team player and able to deal with large amount of data.
• Experience with SAS is essential and FRM / CFA qualification is preferable.
• Good command of both English and Chinese, including Putonghua.

Applicants who are not contacted within 8 weeks may consider their applications unsuccessful and their personal data will be retained by the bank for a period up to two years.

All information provided by applicants will be used for recruitment purposes only and will be used strictly in accordance with the bank’s personal data policies, a copy of which will be provided upon request.

All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.