Credit Risk Manager (Credit Model Management)

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Bank Of China (Hong Kong) Limited
  • 21 Aug 17

Credit Risk Manager (Credit Model Management)

Responsibilities:

  • Assist in developing and maintaining IRB credit risk models
  • Prepare model data and perform data analysis
  • Assist user departments with the model use enquiries
  • Participate in model system test
  • Perform other duties assigned by supervisors
Requirements:
  • Bachelor degree holder or above in Mathematics, Statistics, Economics, Actuarial or related disciplines, preferably with CFA/FRM qualifications
  • Minimum 5 years' experience in credit risk management / model development and maintenance in Banks or financial institutes
  • 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
  • Proficiency in MS Excel & SAS