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Job

Credit Risk Analytics AVP

  • Location

    Hong Kong

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Bettina Chow

  • Contact email:

    b.chow@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    about 1 month ago

  • Duration:

    perm

  • Expiry date:

    2021-07-21

  • Startdate:

    asap

Credit Risk Analytics AVP - Commercial Bank


Responsibilities

• Implement the methodology and system for centralizing customer exposures and relevant credit risk mitigation ensuring compliance with Basel rules according to HKMA's regulation
• Evaluate and enhance the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9requirements
• Initiate and propose enhancement on the credit risk RWA calculation and provide judgement on credit RWA as appropriate
• Contribute in new product discussion and implementation, advise on Return of Allocate Capital (ROAC) and initiate relevantsystem changes
• Develop and enhance stress testing methodology to meet regulatory requirements
• Perform data validation, prepare monitoring and variance analysis of credit impairment provision movement
• Prepare ICAAP reporting and support risk analytics projects in respect to requests from regulatory bodies and management
• Assist to liaise with regulators, auditors, external parties and credit rating agencies and provide explanations and clarifications on the credit risk methodologies adopted by the Bank

 

Requirements

• Degree holder in Finance, Accounting, Statistics or related disciplines
• 5 - 8 years' relevant experience in bank or related industry
• Familiar with Basel frameworks and credit risk approaches and HKMA capital banking rules
• Proficiency in credit risk quantitative modeling, expected loss computations, data & risk analysis and stress testing
• Good command of written and spoken English and Chinese including Putonghua
• Candidates with more/less than 5-8 years' experience can be considered as AGM/Manager/Officer

 

Please click Apply Now or send your resume to b.chow@hamlynwilliams.com for further discussion.

 

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