Senior / Credit Risk Manager (Credit Model Management)

Responsibility

• Develop and maintain credit models, including internal rating models, IFRS9 expected credit loss models, credit portfolio models and other credit risk models/framework covering Environmental, Social and Governance (ESG) for business application
• Assist the Team to coordinate credit risk digitalization projects and study the credit risk applications on Regulatory Technology (RegTech), including the building of Risk Intelligence framework, application of artificial intelligence and enhancement of  functionalities of intelligent risk control system platform, etc.
• Perform model related data analyses, MIS reporting, and take responsibility for user requirements and acceptance tests on model settings and rating system workflow. Coordinate with users on model related enquiries and trainings
• Perform Pillar I Stress Test (P1ST) credit risk assessments stipulated by the requirements of Basel III Reform
• Follow the latest development and compliance model requirements from regulators on Fin-tech, IFRS9 and Basel III Reform and climate risk management related areas

Requirements:

• Bachelor degree holder or above in Mathematics, Statistics, Actuary, Fin-tech or data science related disciplines, preferably with CFA/FRM/ECF qualifications
• Minimum 3 years’ experience in credit risk modeling
• Good analytical and communication skills
• Independent, proactive and able to work under pressure
• Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage
• Ability to code with statistical programming language (e.g. Python, R or SAS etc)

If you are applying for in-scope position(s) under the Mandatory Reference Checking Scheme (i.e., A role carrying out regulated activities licensed by the IA, SFC & MPFA), you are required to undergo the Mandatory Reference Checking. Our responsible recruiter will inform you the details of the MRC process and the requirements in due course. For details, please click here.

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