VP/SVP
Leading Corporate Investment Bank seeks Credit Risk Analytics specialist to join their newly set up desk to cover a large portfolio across the region. You will work closely with Quantitative experts and will report to the Head of Risk Reporting Risk Analytics.
VP/SVP - Credit Risk Modelling
Location: Hong Kong
Responsibilities for VP/SVP - Credit Risk Modelling
-Lead a local credit risk team to develop and implement credit risk governance standards for Basel Capital rules and Basel PD/EAD/LGD models
-Conduct risk training and interactive discussions with relevant stakeholders to achieve on credit risk governance standards
-Summarize the various papers from model development and portfolio management teams for submission to Risk Committee
-Provide considered views and impact assessment of current or emerging Basel Capital rules on Bank`s portfolio position
-Provide pragmatic advice concerning the practical implication of Basel Capital rules changes and how this should be best managed in terms of credit portfolio management
-Other ad hoc Basel related projects as required
Requirements for VP - Credit Risk Modelling
-Degree holder with a minimum of 8 years` experience in the banking environment
-Subject Matter Expertise on Basel Capital Rules issued by regulators such as MAS, HKMA or FSA.
-Knowledge in credit portfolio management and familiarity in stress testing, economic capital, PD/EAD/LGD models
-Excellent presentation, communication and interpersonal skills
-Proficient in Microsoft office especially Microsoft Power point and Word
For more information, please visit www.selbyjennings.com or contact us at +65 6589 4410
Selby Jennings Pte Ltd MOM EA License no: 11S3033
Keywords: Credit risk, Basel, Risk analytics, Risk modelling, Risk manager
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