Manager, Credit Risk Modelling Manager, Credit Risk Modelling …

Dah Sing Financial Group
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
Dah Sing Financial Group
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
Dah Sing Financial Group
Manager, Credit Risk Modelling
Reporting to the Head of Credit Risk Modelling, taking a major role in the monitoring, validation and enhancement of IFRS 9 & Stress testing Models for Retail and Commercial portfolios.

Main Responsibilities:
  • Formulate stress test models for the Retail and Commercial portfolios, estimate the impact in impairment and monitor stress test results
  • Take part in IFRS 9 validation & enhancement projects, including on-going monitor and validate the models
  • Prepare related reporting for P&L and regulatory requirement
  • Responsible for loan loss forecasting and keep track of impairment charge against budget figures
  • Partner with Group Risk, other divisions and outside vendors on the IFRS 9 and BASEL projects to meet the compliance in accordance with internal and external regulatory requirement
  • Support Business to develop state-of-the-art scoring and credit analytical tools to optimize risk-reward balance under the dynamic market environment

To meet the challenge, you should have the following qualifications and attributes:
  • University graduate preferably major in Finance, Mathematics, Statistics or Quantitative Analysis
  • 5 years' experience in credit risk analysis and modelling
  • Excellent data analytics knowledge with expertise in SAS and / or SQL
  • In depth knowledge of credit risk management, hands-on experience on data warehouse and data modelling
  • Familiar with application or system (e.g. Excel, Access, Unix and VBA etc.) and other statistical tools
  • Familiar with credit related regulatory requirements e.g. Basel, IFRS 9
  • Good communication, presentation, analytical and project management skills
  • Proficient in both spoken and written English and Chinese

Please note that only shortlisted candidates will be notified.

Company Overview

About Dah Sing Group

The Dah Sing Group is a leading financial services group in Hong Kong offering banking, insurance, financial and other related services through its growing network of over 70 branches in Hong Kong, Macau and Mainland China.

Our currency is caring, teamwork and progressiveness. We accept that everyone is unique and different in talent, but alike in the capacity for growth. Our task is to shape a culture that creates a sense of pride in achieving something beyond just a job, and an environment where you can be your true and authentic self, like at home.