SVP | Retail Credit Portfolio Analytics | Hong Kong based recruitment
Manager | Retail Credit Risk
Location: Hong Kong
Salary: $850k - $1.3mil HKD + bonus + benefits
Responsibilities
- Lead team that develops and validates Basel II models which includes Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) pooling models and risk parameter estimation for retail credit products of the bank
- Build Application / Behavioral scorecards for retail credit products
- Undertake complex data analysis and / or predictive modeling (e.g. logistic regression, linear regression, decision tree design) utilizing standard package such as SAS
- Develop retail credit risk stress test models using statistical and portfolio analysis
- Conduct monthly review of the Basel II model parameters / score card performance
- Conduct stress testing of the retail portfolio on a regular basis
- Analyze / monitor portfolio trend and quality using Basel II / stress test models
- Engage in Research and Development initiatives to improve Basel II / Score cards / stress test methodology and processes
Requirements
- Degree in either Statistics, Economics or Business Management discipline. Graduates from other discipline with relevant working experiences are also welcome
- Candidate with Risk management certification such as FRM (Financial Risk Manager) or PRM (Professional Risk Manager) will have added advantage
- Possess strong business acumen with good communication skills
- Good programming skills with fluency in SAS
- Team player
- Able to work under pressure and meet deadlines
- Working knowledge of risk management regulations such as Basel II is preferred
Please send all enquires to qrfsing@selbyjennings.com or call +65 6808 5600
July 7, 2012
• Tags: Risk Management careers in the Hong Kong SAR, SVP | Retail Credit Portfolio Analytics | Hong Kong based recruitment • Posted in: Financial