Manager, Retail Modeling ,Risk Management Department(Ref: RMD-M-RM-SH-ICBCA)

Industrial and Commercial Bank of China ( Asia ) Limited; Hong Kong Island; On-site; HKD 600,000 - 800,000; Full time

Job summary

An established financial institution is seeking a qualified individual for the role focused on developing credit risk models and performing stress testing. The ideal candidate will have a degree related to statistics or finance, along with a minimum of 5 years of experience in data analysis and project management, and proficiency in tools like SAS and SQL. Fluency in English and Chinese is required. This role offers an opportunity to significantly contribute to risk analytics strategies in a dynamic environment.

Qualifications

• Degree holder in relevant disciplines.
• Minimum 5 years of relevant experience.
• Fluency in English and Chinese.

Responsibilities

• Develop application, behavior scorecards, and PD/LGD/EAD models.
• Perform stress testing on credit portfolios.
• Help develop risk analytics strategy.

Skills

Data analysis

Project management

Analytical skills

Communication skills

Education

Degree in Statistics, Computer Science, Economics, Finance, Risk Management

Tools

SAS

Excel

SQL

Job description

Responsibilities:

• •Develop application, behavior scorecards and PD/LGD/EAD models, independently or with the help of external consultants, for retail credit products.
• •Perform stress testing on credit portfolios as per local regulatory requirements and group standards.
• •Monitor, review and improve the performance of the A/B cards and PD/LGD/EAD models of retail credit products.
• •Help to develop risk analytics strategy to meet business requirement and ensure risk / reward payoff is maximized.
• •Perform stress testing on retail portfolio to fulfill local and group regulatory requirement.

Requirements:

• Degree holder in Statistics, Computer Science, Economics, Finance, Risk Management or related disciplines.
• Professional qualification such as CFA / FRM is an advantage.
• Minimum 5 years of relevant experience.
• Strong experience in data analysis using relevant software packages i.e. SAS, Excel, VBApplications, SQL.
• Solid knowledge of Basel capital requirements as implemented in both Hong Kong and China.
• Ability to multitask and strong project management abilities.
• Excellent analytical, interpersonal, communication and presentation skills.
• Fluency in both written and spoken English and Chinese (including Putonghua).

To apply, please send full resume including present and expected salary to

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