Senior / Credit Risk Manager (Credit Model Management)

1 day ago


hong kong, Hong Kong SAR China Bank of China (Hong Kong) Full time

Join to apply for the Senior / Credit Risk Manager (Credit Model Management) role at Bank of China (Hong Kong) Responsibilities Develop and maintain credit models, including internal rating models, IFRS9 expected credit loss models, credit portfolio models and other credit risk models/framework covering Environmental, Social and Governance (ESG) for business application Assist the team to coordinate credit risk digitalisation projects and study credit risk applications on Regulatory Technology (RegTech), including building a Risk Intelligence framework, applying artificial intelligence, and enhancing functionalities of an intelligent risk control system platform Perform model‑related data analyses, MIS reporting, and take responsibility for user requirements and acceptance tests on model settings and rating system workflow. Coordinate with users on model‑related enquiries and training Perform Pillar I Stress Test (P1ST) credit risk assessments stipulated by the requirements of Basel III Reform Follow the latest development and compliance model requirements from regulators on Fin‑tech, IFRS9 and Basel III Reform, as well as climate risk management related areas Requirements Bachelor’s degree holder or above in Mathematics, Statistics, Actuary, Fin‑tech or data science related disciplines, preferably with CFA/FRM/ECF qualifications Minimum 3 years’ experience in credit risk modelling 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 languages (e.g. Python, R or SAS) Benefits We offer a competitive remuneration package and comprehensive fringe benefits, including medical and life insurance, and various allowances to the right candidates. Data collected would be used for recruitment purposes only. Applicants who do not hear from us within 8 weeks may consider their application unsuccessful and their data will be destroyed within 12 months of receipt. Seniority level Not Applicable Employment type Full‑time Job function Finance and Sales Industries Banking, Capital Markets, and Financial Services Referrals increase your chances of interviewing at Bank of China (Hong Kong) by 2x. Get notified about new Senior Credit Risk Manager jobs in Hong Kong SAR. #J-18808-Ljbffr



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