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China CITIC Bank International Limited

Vice President, Credit Risk Modeling and Stress Testing

China CITIC Bank International Limited Hong Kong
Posted 1 day ago In-Office Job Permanent Competitive
O
Posted by
Omi Hui
Recruiter

Responsibilities:

  • Prepare regular credit risk stress testing and coordinate stress-testing exercise with other risk owners;
  • Maintain the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements;
  • Prepare credit rating model performance monitoring and to enhance credit rating models for the Bank. Participate in CAO system enhancement project, including the corporate credit risk ratings;
  • Review data validation and variance analysis of the movement of credit impairment provision;
  • Enhance existing processes, methodologies and reports to satisfy various regulatory requirements;
  • Participate in various projects to enhance the risk management system and internal credit rating models;
  • Support risk and other ad-hoc analytics projects in respect to requests from regulatory bodies, external auditors and/or internal management;
  • Participate in the new projects on other credit risk analytics.

Requirements:

  • Degree holder in Finance, Accounting, Statistics, Risk Management or related disciplines, preferably with Master degree;
  • 6 - 8 years of experience in risk management areas such credit risk stress testing including ICAAP, SDST, Climate Risk and other bank-wide stress testing;
  • Experience in the implementation of HKFRS-9 ECL methodologies and internal rating models will be an advantage;
  • Sound knowledge in risk management methodology and statistical/quantitative analysis tools;
  • Holder of Certified Senior Treasury Management Professional (CSTMP) or Certified Treasury Management Professional (CTMP) or under the HKMA ECF on TM is preferred;
  • Proficiency in visual basic, SAS and other programming languages and databases is a plus;
  • Good command of written and spoken English and Chinese (including Putonghua).

For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries via https://careers.cncbinternational.com.

Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.

China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.

Job ID  116532/PYC
ABOUT COMPANY
Hong Kong
Retail Banking
China CITIC Bank International Limited ("CNCBI"), a major offshore platform of commercial banking business of the CITIC Group, is 75%-owned by CITIC I...
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