Assistant Manager/Senior Officer, Credit Risk Modelling
- Develop, implement and maintain the credit rating models for the measurement and management of credit risk for different segments of the Bank's retail and corporate credit portfolios.
- Develop and maintain user requirements, parameters and configurations of credit rating systems.
- Work closely with independent model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
- Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decision, business strategies, risk appetite setting and provisioning and capital assessment.
- University degree in Risk Management, Economics, Finance or relevant discipline.
- Good understanding in retail and corporate credit portfolios, with minimum 5 years relevant experience.
- Proficient in MS Excel / SAS / SQL
- Good interpersonal, analytical and presentation skills
- Good command of written English and Chinese