Credit Risk Modelling Manager

  • N/A
  • Hong Kong
  • Permanent, Full time
  • Chiyu Banking Corporation Limited
  • 18 Feb 19

Chiyu Banking Corporation Limited has been registered as a licensed bank since 1947. Rooted in Hong Kong, we strive to provide one-stop cross-border banking and financial services to customers in Hong Kong, mainland and overseas Chinese. Riding on the edge of the Hong Kong and Fujian business and our cross-border platform, we will continuously maintain its core values of “Sincerity, Flexibility, Tailor-made Service and Professionalism” and provide premium services to our customers to help growing their wealth, and to create values and deliver returns to our stakeholders and staff.

Responsibilities:

• Participate in Basel II and III projects coordination and systems implementation for IRB credit risk models

• Facilitate the development of internal IRB risk parameters and analytic matters

• Maintain relationships with a broad range of internal divisions within the bank and ensure successful implementation of new models and analytical initiatives

• Contribute on defining and following up recommendations from regular model validation and data quality management

• Propose enhancements and other pragmatic solutions to strengthen internal control

• Perform other duties assigned by supervisors

Requirements:

• Master or Bachelor Degree holder in Risk Management, Statistics, Quantitative Finance or related disciplines;

• At least 3 years’ working experience with in-depth knowledge in Basel regulatory requirements and banking practices in credit risk management is essential;

• System and IRB implementation; Hands-on experience in dealing with regulator is highly preferred;

• Sound knowledge in statistical and quantitative analysis and familiar with SAS, Excel VBA, SQL;

• Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage

We offer competitive packages and promising career opportunities to the right candidates. Please send your full resume with expected salary and the date of availability to The Human Resources Department, Chiyu Banking Corporation Ltd, 12/F, Chiyu Bank Building, 78 Des Voeux Road, Central, Hong Kong, or fax to 2843-0133 or email to Recruitment@chiyubank.com or by clicking Apply Now.

Information provided will be treated in strict confidence and only be used for recruitment purposes. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.