CREDIT RISK ANALYTICS MANAGER

CREDIT RISK STRESS TESTING ON BANK-WIDE PORTFOLIO

Hong Kong

A leading financial institution in Asia is searching for an experienced Credit Risk Analytics Manager to join the team to manage the credit risk for the portfolio for the bank.

As a Credit Risk Analytics Manager, you will conduct stress testing on the bank-wide portfolio to ensure any potential impacts to the overall profitability of the bank and capital adequacy under various stress scenarios. You will support the development of internal IRB risk parameters and provide support for analytic matters. You will develop, validate, and monitor internal IRB models and stress testing frameworks.

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 modelling, statistical and data analysis skills required with good knowledge in excel, access and SAS. Basel experience preferred. 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.

August 7, 2013 • Tags:  • Posted in: Financial

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