Senior Officer, IRB Rating System Implementation (Integrated Risk Management Department) Senior Officer, IRB Rating System Implementation  …

CMB Wing Lung Bank
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 16 Jun 19
Competitive
CMB Wing Lung Bank
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 16 Jun 19
Competitive
We are a well established bank founded in 1933. Since 2008, the bank has become a member of the China Merchants Bank ("CMB") group, the sixth largest commercial bank by total assets in China and currently among the top 100 banks in the world. "United, Professional, Enterprising" (「團結、專業、進取」) are the essence of our corporate culture. Following the motto of "Progress with prudence, service with sincerity" (「進展不忘穩健 服務必盡忠誠」), the Bank provides comprehensive banking service to customers. To cope with our business expansion, our Bank is inviting high calibre candidates to apply for the following position:-

Responsibilities:

  • Communicate with respective frontline departments under Corporate Portfolio to convey the concept of IRB use of rating, including IRB RAROC and closely monitor their current practice
  • Participate in the data checking and cleansing process
  • Keep up with the progress of IRB implementation on use of rating in Corporate Portfolio for meeting the standards set by HKMA
  • Coordinate and monitor the production and analysis of regular management reporting to credit risk for management oversight and monitoring
  • Assist management in set-up and periodical review/revision of internal rating related policies and procedural manuals
  • Provide necessary assistance in response to frontline’s request on system enhancement and data cleansing issue
  • Participate in UAT of internal rating system and RAROC system
  • Coordinate the meeting and conduct training to users on the use of internal rating

 

Requirements:

  • Minimum 3 years’ relevant working experience
  • Degree holder in Statistics, Computer Science and Risk Management or other relevant discipline
  • Qualified professional preferred such as FRM, CFA or other professional bodies of similar standing
  • Familiar with HKMA Basel IRB requirements
  • Good knowledge in credit and financial analysis techniques
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