AVP/ Manager, Risk Management (Enterprise Risk)

Job Descriptions

• Conduct regular estimation on IFRS 9 expected credit losses

• Prepare regular credit MIS and analysis to support business needs

• Ensure the accuracy and timeliness of MIS Report

• Assist on the enhancement of IFRS 9 impairment models (e.g, Probability of Default (PD) models)

• Perform credit risk analytics on the bank's portfolio

• Streamline workflows by using SAS and Excel and VBA and/or other database management techniques

• Perform ad-hoc analysis

Requirements

• 4+ years of relevant experience in credit risk management or related risk management field
  -Bachelor degree in statistics, risk management or quantitative sciences or related areas
  -Advanced degree in quantitative sciences is preferred
  -Hands on experience in data analytics and SAS programming
  -Independent, detail-oriented and able to meet tight deadlines
  -Experience with SAS is essential and FRM qualification is preferable
  -Good team player and able to deal with large amount of data
  -Good command of both English and Chinese, including Putonghua
  -Candidates with less experience will be considered as Manager grade