Risk Modelling Manager

Responsibilities

• Review and improve IRB models, including PD/LGD/EAD models, related to corporate, retail and bank exposures
• Prepare regular MIS reports for monitoring the performance of IRB models
• Coordinate data quality check and rectification with relevant parties to ensure accurate model results
• Participate in system enhancement and testing related to internal rating systems
• Monitor the latest regulatory requirements related to credit risk modelling and Basel III Final Reform

Requirements

• University graduate in Risk Management, Statistics, Data Science, or any relevant subject
• Relevant professional qualification preferred
• Minimum 4 years of experience in Banking and Finance ideally covering the following:
• At least 2 years’ experience in similar position
• Strong understanding of Basel development
• Hands-on experience in data mining and risk 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