AVP – CREDIT RISK MANAGEMENT ANALYST
Hong Kong
A leading financial institution in Asia with a long history of operations in Hong Kong has created a new position for an experienced AVP - Risk Management Analyst to manage the credit risk for the portfolio for the bank.
As a Risk Management Analyst, you will conduct stress testing on the credit portfolio to ensure any potential impacts to the overall profitability of the bank and capital adequacy under various stress scenarios. You will conduct risk rating scorecard validation, calibration and implementation. You will participate in ad-hoc projects for enhancing the credit risk methodologies used by the bank and help improve bank-wide stress testing program regularly for various portfolios including retail and commercial businesses.
With a minimum of 5 years relevant experience in building quantitative models for risk management in a corporate/commercial banking, you will preferably have a University degree in Statistics, Actuarial Science, Quantitative Finance or related disciplines. Strong modeling, statistical and data analysis skills required with good knowledge in excel, access and SAS. Fluent Cantonese and English language skillset is a must.
For further information, please send your CV to jack.leung@hays.com.hk or call Jack Leung on +852 2521 1474 for a confidential discussion.
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