Assistant Vice President, Credit Risk Methodologies and Analytics

  • Negotiable
  • Hong Kong
  • Permanent, Full time
  • China CITIC Bank International Limited
  • 10 Dec 17 2017-12-10

• To devise, implement, maintain, and keep up-to-date the credit risk rating models, credit risk stress testing and the impairment provision under IFRS-9 requirements.

Key Responsibilities
• Coordinate inputs from various stakeholders within the Bank and to generate credit impairment provision report on regular basis.
• Perform data validation, prepare monitoring and variance analysis of credit impairment provision movement. 
• Maintain the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements.
• Perform regular credit risk stress testing and coordinate stress testing exercise with other risk owners.
• Monitor and validate retail credit risk rating models.
• Provide analytics support to business initiatives.
• Devise, initiate, implement, and oversee the methodology and system for centralizing customer exposures and relevant credit risk mitigation to ensure compliance with Basel rules.
• Support risk and other ad-hoc projects.
Requirements
• Degree holder in Finance, Accounting, Statistics or related disciplines, preferably with Master Degree.
• Professional qualification like CFA, FRM, ACCA, etc. is a plus.
• Minimum 5 years’ work experience in credit risk management or Basel II projects.
• Thorough knowledge of Basel, IFRS-9, credit risk modelling and stress testing.
• Good knowledge of credit risk management requirements and familiar with relevant system solutions.
• Good negotiating skills, communication skills, project management skills, interpersonal skills, problem solving skills, and report writing skills.
• Excellent command in English and Chinese with excellent oral skills in English and Putonghua.
• High proficiency in SAS, MS Office and data-mining skills
 

For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp.  Please apply with full resume stating current and expected salaries via https://careers.cncbinternational.com/ or email to mailto:career_ec@cncbinternational.com career_ec@cncbinternational.com.

Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.

China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment.  All employment decisions will be made in a non-discriminatory manner.