Vice President, Basel - Risk Management
- Location
- Hong Kong
- Salary
- Negotiate
- Posted
- 16 Nov 2018
- Closes
- 28 Nov 2018
- Ref
- 4374724
- Sector
- Accounting - Public practice
- Contract type
- Permanent
- Hours
- Full time
- Responsible for the development, implementation and enhancement of credit risk rating models and systems.
- Provide support to model governance, model validation, internal and external audit
- Work closely with regulators and internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements
- Support the Bank's development, enhancement and implementation of IRB models
- To participate in system development projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing
- To develop, manage and maintain data control framework for credit risk model development
- Obtain a high level understanding on the internal rating based approach requirements from various regulatory bodies, such as CBRC and HKMA.
- 7+ years of relevant experience in credit risk management or related risk management field
- Bachelor degree in statistics, mathematics, computer engineering, risk management or quantitative sciences
- Advanced degree in quantitative sciences is an advantage
- Detailed and hands-on knowledge in credit risk modelling and its applications in banks and other institutions
- Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB and AIRB)
- Deep technical knowledge of customer segmentation, model development, portfolio analytics, data mining development and applications
- Strong programming skill (SAS, VBA, SQL and C++)
- Experience with SAS is essential and FRM / CFA qualification is preferable
- Strong leadership and management skills
- Good command of both English and Chinese, including Putonghua
- * Candidates with less experience will be considered as Assistant Vice President.
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