Manager, Credit Risk Methodologies and Analytics Manager, Credit Risk Methodologies and Analytics …

China CITIC Bank International Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Negotiable
China CITIC Bank International Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Negotiable
Posted by:
Macy Leung • Recruiter
Posted by:
Macy Leung
Recruiter
Assist regular credit impairment report to meet HKFRS-9 requirements and assess the movement of credit impairment to drive methodology enhancement.

Key Responsibilities

  • Enhance the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements.
  • Monitor the credit risk RWA calculation and provide judgement on credit RWA as appropriate.
  • Contribute in new product discussion and implementation, advise on Return of Allocate Capital (ROAC) and initiate relevant system changes.
  • Manage stress testing methodology to meet regulatory requirements.
  • Perform data validation, prepare monitoring and variance analysis of credit impairment provision movement.
  • Prepare ICAAP reporting and support risk analytics projects in respect to requests from regulatory bodies and management.
  • Assist to liaise with regulators, auditors, external parties and credit rating agencies and provide explanations and clarifications on the credit risk methodologies adopted by the Bank.

Requirements

  • Degree holder in Finance, Accounting, Statistics or related disciplines.
  • At least 4 years' relevant experience in bank or related industry.
  • Familiar with Basel frameworks and credit risk approaches and HKMA capital banking rules.
  • Proficiency in credit risk quantitative modeling, expected loss computations, data & risk analysis and stress testing.
  • Self-motivated, independent, with good communication skills, able to communicate effectively at all levels.
  • Good command of written and spoken English and Chinese including Putonghua.
  • Candidate with more experience will be considered for the role of Assistant General Manager.
China CITIC Bank International Limited logo
More Jobs Like This
See more jobs
Close