A Major Asian Bank is looking to fill a AVP, Senior Risk Analyst, Credit Infrastructure position.
- Design and development of credit risk data mart to support regulatory and management reporting.
- Management of data integrity and data lineage.
- Preparation of regulatory and management credit risk reports
- Implementation of Finalised Basel III Reform rules across the bank and its various subsidiaries
- Credit RWA optimisation through improved methodologies and data quality.
- Advise business on the appropriate Credit RWA treatment.
- Experience with enterprise data warehouse design and maintenance; design and automation of credit portfolio reports.
- Programming skills such as SAS and Python for data transformation and report automation.
- Credit RWA monthly reporting and Quantitative Impact Assessment exercises.
- Familiarity with Moody's Risk Authority engine.
- Candidates without direct experience but are working in a regulatory or financial reporting role may also be considered.
WE REGRET THAT ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED.