Senior Officer/ Officer, Credit Risk Modelling

1 week ago


Central And Western District, Hong Kong SAR China International Executive Service Corps Full time
To participate in development, implementation, validation and enhancements of credit risk analytics tools to Corporate Banking, Retail Banking and Treasury. This would include IFRS 9 ECL models and internal credit scorecards for the purpose of risk quantification, internal risk management and regulatory compliance.Main Responsibilities:Design, formulate and maintain the validation and monitoring procedures in relation to credit risk analytics tools.Automate, enhance and support the ongoing reporting process of credit risk analytics tools.Handle and mitigate audit issues in relation to credit risk analytics tools.Conduct regular and ad hoc stress-testing exercises according to regulatory requirements and the Bank's policies.Responsible for impairment quantification for Corporate Banking, Retail Banking and Treasury credit portfolios and keep track of impairment charge against internal KPIs.Prepare impairment and provision reporting on both regular and ad-hoc basis.Perform enhancement, validation and monitoring of credit risk analytics tools.Formulate and enhance credit risk stress test models and prepare stress test results.Partner with Group Risk, other divisions and outside vendors on ad-hoc projects for the purpose of risk quantification, internal risk management and regulatory compliance.Support ad-hoc assignments as requested by supervisor.Minimum Requirements:University graduate, preferably major in Finance, Mathematics, Statistics or Quantitative Analysis.Solid experience in credit risk analysis, data mining and statistical modelling.Proficient in MS Office, Excel VBA, SAS programming and Python.Familiar with credit-related regulatory requirements, especially in Basel and IFRS 9.Good communication, presentation, analytical and project management skills.Please note that only shortlisted candidates will be notified.

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