Job duties:

• Work under Credit Risk Management Department
• Manage credit risk management related projects including implementing regulatory requirements on derivatives products
• Perform quantitative analysis, testing and review on counterparty credit risk (CCR) measurement methodology, support in review and update of CCR monitoring and policy
• Perform analysis on the risk data to identify significant credit risk issues, ad-hoc data extraction, analysis and reporting for credit risk management
• Prepare management information reports for submission of Banking Return
• Perform maintenance and support for any system enhancement of Risk Data Mart
• Perform ongoing data management activities to be defined in the risk data and reporting guidelines as required by BCBS239

Requirements:

• University graduate with professional qualification in risk management, financial engineering, quantitative finance, statistics or engineering preferred
• Around 8 years of banking experience on financial markets, preferably in credit risk management of Banks or financial institutions
• Understanding of financial markets products, especially plain vanilla derivatives, able to provide in depth analysis
• Good analytical and communication skills
• Good knowledge on database management, system development or MIS
• Good command of written and spoken English and Chinese
• Proficient in MS Office software, Microsoft Excel (VBA), SQL