Head of Retail Credit Risk Analytics (Stress Testing, Modelling, BASEL) Head of Retail Credit Risk Analytics (Stress  …

Cornerstone Global Partners
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 11 Aug 20
Up to 85k/mth + bonus
Cornerstone Global Partners
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 11 Aug 20
Up to 85k/mth + bonus
Our Client: An Asian Bank in Hong Kong

Role Overview:

Head up a to team to Implement credit risk quantitative analysis of all Retail Banking credit product financing inclusive of credit card/personal loan/card merchant receivables financing/mortgage/wealth management products (Bonds, UT, Insurance), and to arrange MIS reports for acquisition and portfolio monitoring

Oversee validation development of predictive risk models such as application scorecard for credit card, personal loan and small SME and credit card behavioral scorecard

Monitor execution of stress testing programs

 

Ideal Profile:

Bachelor degree or above in Finance, Business Administration, Risk Management Science, Statistics or equivalent professional qualification.

8 years or above experience in Retail Banking credit risk management

Knowledge of ICAPP/IRRBB

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