Banking – Credit Risk – Basel Implementation – ICAAP recruitment

This is a chance to work with a number of business lines within the banks and gain exposure to various credit risk functions

Responsibilities:
•Devise, initiate, implement, and oversight the methodology and system for deriving credit risk capital charge for compliance with Banking Capital Rules (Pillar I Basel) according to HKMA’s regulation
•Devise, initiate, implement, and oversight the methodology and system for ICAAP for compliance with Pillar II Basel according to HKMA’s regulation
•Compile ICAAP Report for senior management review
•Contribute in new product discussion and implementation and advise on credit risk capital charge and initiate relevant system changes
•Contribute, devise, implement, or advise on devising credit risk management tools
•Devise, initiate, implement, and oversight the methodology and system for centralizing customer exposures and relevant credit risk mitigation ensuring compliance with Basel rules

Requirements:
- 5 years relevant working experience, Basel 2 implementation for financial products a MUST
- VBA / SAS skills a plus
- Putonghua a plus
This is a chance to work alongside the CRO and COO Office, gaining broad exposure to Credit risk implemenation