Vice President, Basel - Risk Management

1 day left

Location
Hong Kong
Salary
Negotiate
Posted
26 Sep 2018
Closes
23 Oct 2018
Ref
4374724
Contract type
Permanent
Hours
Full time
  • Responsible for the development, implementation and enhancement of credit risk rating models and systems.
  • Provide support to model governance, model validation, internal and external audit
  • Work closely with regulators and internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements
  • Support the Bank's development, enhancement and implementation of IRB models
  • To participate in system development projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing
  • To develop, manage and maintain data control framework for credit risk model development
  • Obtain a high level understanding on the internal rating based approach requirements from various regulatory bodies, such as CBRC and HKMA.
  • 7+ years of relevant experience in credit risk management or related risk management field
  • Bachelor degree in statistics, mathematics, computer engineering, risk management or quantitative sciences
  • Advanced degree in quantitative sciences is an advantage
  • Detailed and hands-on knowledge in credit risk modelling and its applications in banks and other institutions
  • Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB and AIRB)
  • Deep technical knowledge of customer segmentation, model development, portfolio analytics, data mining development and applications
  • Strong programming skill (SAS, VBA, SQL and C++)
  • Experience with SAS is essential and FRM / CFA qualification is preferable
  • Strong leadership and management skills
  • Good command of both English and Chinese, including Putonghua
  • * Candidates with less experience will be considered as Assistant Vice President.

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