Senior / Credit Risk Manager (Credit Model Management)

Bank Of China (Hong Kong) Limited Hong Kong

Posted 5 days ago Permanent Competitive

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)

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Job ID 498707

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