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Assistant Vice President, Credit Risk Modeling & Stress Testing (Risk Management)

Hong Kong

HKD 234K-257K (estimate) Executive-level Full Time

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Found 1mo ago

Tasks

Conduct credit risk stress testing
Coordinate bank wide credit risk stress testing
Develop and improve ECL estimation systems
Enhance credit risk processes methodologies and reports
Ensure HKFRS 9 ECL disclosure
Maintain HKFRS 9 ECL methodology and risk parameters
Maintain internal rating models
Participate in credit rating model projects
Prepare ECL financial reporting
Prepare HKMA return survey reports
Prepare bond investment portfolio monitoring reports
Support ad hoc risk modeling tasks

Perks/Benefits

N/A

Skills/Tech-stack

Credit Risk | ECL | HKFRS 9 | Internal Rating | Internal rating models | Python | Quantitative Analysis | Rating models | Risk parameters | SAS | Statistical Analysis | Stress Testing

Education

Bachelor of Engineering | Bachelor of Science | Master of Engineering | Master of Science

Roles

Analyst | Credit Risk Modeler | Management Analyst | Modeler | Risk Management | Risk Management Analyst | Risk Modeler

Regions

Countries

Cities

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