Credit Risk Quantitative Modeling Professional

The person will be working with other risk managers within the Model Risk Team covering model risk of various models in different risk domains, including pricing, Value at Risk (VaR), initial margin (IM), credit scoring, liquidity, risk capital, expected credit loss, stress test, etc. Main task of this role focuses on pricing models validation for various...

A leading tech solutions company in Hong Kong is seeking a professional to develop advanced risk methodologies for financial derivatives. You will establish and maintain risk models focusing on market, credit, and liquidity risk, while also generating quantitative analyses for effective risk management. The ideal candidate will possess an advanced degree in...

AVP, Quantitative Risk Methodology & Governance Join to apply for the AVP, Quantitative Risk Methodology & Governance role at Hong Kong Exchanges and Clearing Limited (HKEX) AVP, Quantitative Risk Methodology & Governance 2 days ago Be among the first 25 applicants Join to apply for the AVP, Quantitative Risk Methodology & Governance role at Hong Kong...

Role Summary The person will be working with other risk managers within the Model Risk Team covering model risk of various models in different risk domains, including pricing, Value at Risk (VaR), initial margin (IM), credit scoring, liquidity, risk capital, expected credit loss, stress test, etc. Duties & Responsibilities Perform model assessment, including...

A banking institution based in Hong Kong is looking for a Lead in Credit Risk Management (Policy and Governance). This role involves designing strategies throughout the credit life-cycle, ensuring compliance with credit policies, and conducting risk assessments for retail products. The ideal candidate should have experience in credit risk management and the...

Responsibilities Develop and maintain credit models, including internal credit 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 the credit...

Lead, Credit Risk Management (Policy and Governance) Mox is built by and for the ones who aspire to live life to the fullest – we call them Generation Mox! The name Mox reflects the endless opportunities we can create, - Mobile e Why Mox Everything at Mox – from our products, features, to rewards – is designed based on customer research, tailor made...

A leading financial institution in Hong Kong is seeking a Quantitative Analyst to develop and implement risk analytical models. The ideal candidate has over 5 years of financial market experience, focusing on derivatives pricing and Python coding skills. This role involves collaboration with various teams to ensure the robust functioning of market risk...

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...

A financial services company in Hong Kong is seeking a Credit Risk Officer. The role involves credit analysis, developing risk models, and supporting credit portfolio enhancements. Candidates should have a degree in relevant fields and at least 3 years of banking experience in risk analytics. Proficiency in SAS/R is essential, with an attractive salary...