Senior Risk Manager, Credit Risk Stress Test (Risk Management)

Senior Risk Manager, Credit Risk Stress Test (Risk Management)

A fast-growing China-based Bank with its Group Company listed in Hong Kong is looking for a professional risk manager on Credit Risk Stress Test.

Responsibilities:

• Evaluate the credit portfolio of the bank

• Prepare risk management reports to senior management and committees

• Establish and review the credit risk policies and procedures with manager for the bank

• Design and carry out stress-testing, limit setting programs and concentration capital calculation for ICAAP report

• Review, enhance and implement credit risk stress-testing models

Requirements:

• Master or Bachelor Degree holder in Statistics, Quantitative Finance, Economics, Risk Management or relevant discipline; or professional qualification in CFA/FRM with at least 8 years relevant experience in banking or financial markets;

• Sound knowledge in Basel regulatory requirements and banking practices in credit risk management, with hands-on experience in latest risk management development; knowledge in economic forecasting and counterparty credit risk / SA-CCR is a plus;

• Strong analytical mind, independent, good problem-solving and multi-tasks handling ability;
  Good communication and interpersonal skills with good report-writing skills;

• Good command of PC skills and programming such as SAS, Excel VBA, Access SQL, Python and Chinese word processing is an advantage;

• Knowledge in Fermat/Risk Authority and Bloomberg application is preferable;

• Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable;

• Candidate with less experience will be considered as Risk Management Manager

Interested parties please send your resume in word format with current & expected salary and notice period to san@hkjobc.com.  For details, please feel free to contact San Wong at 9367 1012.