Modelling Analyst - Wholesale Credit Risk (Perm/ 2+ years exp.) Modelling Analyst - Wholesale Credit Risk (Perm/  …

Captiare Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 22 Jan 20
Competitive
Captiare Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 22 Jan 20
Competitive
Our client is one of the leading local corporate banks, and it is seeking a versatile professional to join their credit risk team. Duties include develop, implement and maintain quantitative credit risk models / scorecards and systems to assess the default likelihood, recovery expectations and volatility for different segments of the Bank’s portfolio.

Roles and Responsibilities:

  • Develop, implement and maintain credit rating models for the measurement and management of credit risk for different segments of the Bank’s wholesale portfolios such as corporate, real estate, FI.
  • Develop and maintain user requirements, parameters and configurations of wholesale rating systems.
  • On-going monitoring of model performance and rating migrations
  • 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

 

Requirements :

  • Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
  • Good understanding and hands-on in Corporate credit, with minimum 2 years relevant experience.
  • Proficient in computational skills of MS Excel / SQL / SAS or etc.
  • Analytical and independent thinker with strong written and verbal communication skills.
  • Experience in risk management or statistical analytics will be an advantage.
  • Able to multi-task in a complex and changing environment.
  • A team player as well as able to work independently.
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