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