Overview
- Assist in performing system enhancement UAT
- Experienced in AI application is an advantage
- Collaborate with regulators
Main Responsibilities
- Be responsible for the development, implementation, monitoring and enhancement of credit risk rating models and associated systems
- Collaborate with regulators and internal stakeholders on credit risk model development and data management to ensure compliance of regulatory requirements
- Support the Banks development, enhancement and implementation of IRB models
- Obtain a high-level understanding on the internal rating-based approach requirements from various regulatory bodies, such as NFRA and HKMA
- Provide support to model governance, model validation, internal and external audits
- Support analytic projects involving AI integration, risk assessment of crypto assets, and optimization of asset allocation strategies
- Prepare MI reports related to credit risk analytics
- Assist in performing system enhancement UAT
Requirements
- Minimum 3 years of relevant experience in credit risk management or a related risk management field
- Bachelor's degree in Business Administration or a related discipline preferred
- Advanced degree in related fields, FRM, or CFA is an advantage
- Knowledge in programming language including Python, SAS or VBA is a plus
- Strong interpersonal skills with the ability to work independently and collaboratively
- Experienced in AI application is an advantage
- Proficiency in English and Chinese, excellent command of Mandarin is an advantage
Applicants who are not contacted within 8 weeks may consider their applications unsuccessful and their personal data will be retained by the bank for a period up to two years.
All information provided by applicants will be used for recruitment purposes only and will be used strictly in accordance with the bank’s personal data policies, a copy of which will be provided upon request.
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