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The Bank of East Asia, Limited

Risk Manager - HKFRS-9 & Stress Testing

The Bank of East Asia Hong Kong
Posted 3 days ago Permanent Open to discuss
T
Posted by
Toni Gieuw
Senior Talent Acquisition Manager

Responsibilities:

  • Support the Section Head of HKFRS9 & Stress Testing section in planning, designing and operation of expected credit loss (“ECL”) models and stress testing, and overseeing and coordinate stress testing for the Bank Group.
  • Develop, monitor and enhance for the risk modeling and methodologies for IFRS-9 ECL and stress testing, to meet regulatory and compliance requirement.
  • Support the workflow of IFRS-9 system and the monthly IFRS-9 ECL calculation, to meet regulatory reporting; follow-up with business units on the issues of the IFRS-9 ECL movements.
  • Support the planning, enhancement and reporting of various stress tests, including Supervisory-driven stress test, ICAAP stress test, credit risk stress test, recovery plan stress test, reverse stress test, climate risk stress test, various portfolio stress testing and ad hoc stress tests for the Bank Group.
  • Review the impact of key risk areas for IFRS-9, HKMA Supervisory Policy Manual and other regulatory and compliance requirements related to IFRS-9 and stress testing.
  • Perform the other assignments given by Head of Risk Analytics & Governance and the Section Head.

Requirements:

  • University graduates in a quantitative discipline like Risk Management, Statistics, Economics, Finance, Operation Research, etc.
  • FRM and ECF-CRM candidates/holders are preferred
  • Minimum 4 years of experience in Banking and Finance, with at least 2 years in similar positions
  • Strong understanding of HKFRS9 & Stress Testing
  • Hands-on experience in data mining and modelling
  • Hands-on experience in developing risk models and credit scoring, with good knowledge of quantitative analysis techniques
  • Good command in both spoken and written English and Chinese
  • Candidate with less experience will be considered for the position of Risk Officer

 

Job ID  3742
ABOUT COMPANY
Hong Kong
9300 Employees Retail Banking
Incorporated in Hong Kong in 1918, The Bank of East Asia, Limited ("BEA") is dedicated to providing comprehensive corporate banking, personal banking,...
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