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