Vice President, Credit Analytics

3 days ago


Hong Kong, Central and Western District, Hong Kong SAR China Chong Hing Bank Limited Full time
Vice President, Credit Analytics & Modeling
  • Develop, validate and maintain credit rating models for measurement and management of credit risk for the Bank's portfolio
  • Liaise with different units to formulate credit MIS processes, data management projects and implement new initiatives such as IFRS9, BELR, SA-CCR and climate risk management
  • Establish and carry out credit risk stress test and capital estimation for ICAAP, SDST and climate risk stress testing
  • Support the implementation of Basel III reform activities
  • Contribute to innovative projects and work with different stakeholders for workflow streamlining and automation to enhance the Bank's risk control capabilities
  • Participate in compliance-related projects and enhance existing workflow according to regulatory requirements
  • Manage the credit portfolio reporting and the associated MIS

Requirements:

  • Bachelor Degree in Risk Management, Statistics, Quantitative Finance or related disciplines
  • Holder of ECF_CRM and ECF_GSF qualifications is preferred
  • 8 to 10 years' experience in credit risk management in banking, with exposure in credit risk modelling and analytics
  • Good knowledge of IFRS9, BELR, SA-CCR, SDST, ICAAP, Climate Risk Stress Testing and familiarity with credit-related product knowledge
  • Sound knowledge in statistical analysis and familiarity with programming in SAS, Excel VBA, SQL
  • Good communication, presentation and analytical skills

We offer a competitive remuneration package and promising career opportunities to successful candidates. Interested parties, please send a full resume with current & expected salary and the date of availability to The HR Division, G.P.O. Box 2535, HK , or by clicking Apply Now. Please quote reference on your application. Information provided will be treated in strict confidence and only be used for recruitment purposes. Personal data of unsuccessful applications will be destroyed 24 months after the completion of the recruitment and selection exercise.

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