AM/M, Risk Model Development/Validation (Multiple Openings)
- Location: Hong Kong
- Salary: HK$30000 - HK$60000 per month + Bonus
Job summary
Responsibilities
- Model development of Basel/ IFRS9/ stress testing/ ICCAP model
- Engage in model enhancement and validation for wholesale/retail model.
- Review and maintain credit rating models, data validation for enhancing credit model and system.
- Prepare risk reports on risk modelling and assist in credit rating system enhancement.
- Revise credit policy and assure the reporting are complied with regulatory model requirements.
Requirements...
Responsibilities
- Model development of Basel/ IFRS9/ stress testing/ ICCAP model
- Engage in model enhancement and validation for wholesale/retail model.
- Review and maintain credit rating models, data validation for enhancing credit model and system.
- Prepare risk reports on risk modelling and assist in credit rating system enhancement.
- Revise credit policy and assure the reporting are complied with regulatory model requirements.
Requirements
- University degree in Finance, Risk Management, Financial Engineering, or related disciplines.
- Professional qualification in CFA, FRM is preferable.
- 2-8 experience in credit risk management field in banking industry
- Familiar with credit risk regulatory requirements on BASEL and HKMA
- Proficient in data risk analysis, stress testing, and modelling
- Strong Coding skills (SAS, Python, VBA, SQL)
- Good command of written and spoken English and Chinese
Interested parties please click Apply Now to submit your CV to us. For any enquiries and immediate response, please feel free to send you CV or contact Carrie Chan at c.chan2@gravitasgroup.com or by phone +852 3896 2531
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