Risk Manager, Credit Risk Stress Test (Banking) (1-year contract, subjects to renewable)

Risk Manager, Credit Risk Stress Test (Banking)

A reputable China-based Bank with its Group Company listed in Hong Kong is looking for a high-calibre Risk Manager on Credit Risk Stress Testing Team.

Responsibilities:

Perform e-Channel business analysis

Design and carry out credit risk stress-testing programmes and concentration capital estimation for ICAAP according to latest regulatory requirements

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

Review the credit risk policies and procedures to facilitate credit risk models implementation

Conduct UATs on various credit risk or treasury systems

Perform ad hoc projects upon request

Requirements:

Master or bachelors degree holder in Statistics, Quantitative Finance, Economics, Risk Management or relevant disciplines

At least 2 years relevant experience in banking or financial markets with professional qualification in CFA/FRM

Sound knowledge in Basel regulatory requirements and banking practices in credit risk management, with hands-on experience in latest risk management development

Knowledge in econometrics 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

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 at 9854 0770.