Retail Credit RIsk Modeller – AVP-VP – Hong Kong recruitment
SME/Retail, Credit Risk Modeller, Analyst - Team Lead
Location: Hong Kong
Salary: $600k - 1 mil HKD (Dependant on Candidate)
The Bank is one of the most rominent banks in Singapore right now and this is exhibited in its strong growth over the past few months. They are looking for candidates from analyst to Team Lead for their Retail and SME team.
Responsibilities
He/She is responsible for developing, implementing, validating and monitoring Basel II models, as well as overall risk management of corporate portfolios.
Responsibilities
- Develop, maintain and enhance existing Basel II [PD, LGD EAD] models to support credit risk and performance management of the banking business
- Conduct regular and ad-hoc validation of Basel II PD models, as well as portfolio stress testing
- Manage a team overseeing development and implementation of Basell II models
- Generate, analyse and monitor portfolio risk and capital reports, scorecard performance report and booking profile. Provide ad-hoc credit risk analyses to business managers, senior management, regulators and other key stakeholders
- Support product and credit programmes, including the review / estimation of
risk parameters, product pricing, product structure and regulatory requirements
- Develop and maintain Basel II and other credit risk related documentation, policies and procedures
Ideal Candidatee:
- 5-9 yrs experience
- Knoweldge/experience of Scorecards is beneficial
- Strong leader and motivator
Keywords: Retail, SME, Risk, Credit Risk, Model, modeler, modeler, Asia, Singapore, PD, LGD, EAD
December 10, 2011
• Tags: AVP & VP, Hong Kong recruitment, Retail Credit RIsk Modeller, Risk Management careers in the Hong Kong SAR • Posted in: Financial