A Major Asian Bank is looking to fill a AVP, Senior Risk Analyst, Credit Infrastructure position.

Key Responsibilities

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.

Requirements

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.