We are seeking a highly skilled and analytical professional to join our Risk Management team as a Credit Risk Manager / Senior Manager (Stress Testing). This role is based in our Hong Kong office and will play a crucial part in developing and maintaining credit risk stress testing frameworks and methodologies.
The successful candidate will be responsible for supporting enterprise-wide stress testing exercises, including ICAAP and regulatory stress testing programmes. You will work closely with stakeholders across Risk, Finance, and Business Units to ensure comprehensive and robust assessments of the firm’s credit risk exposures under various stress scenarios. Your work will contribute directly to senior management decision-making and strategic planning.
Key Responsibilities:
- Develop, implement, and maintain credit risk stress testing methodologies and frameworks.
- Coordinate and execute enterprise-wide and thematic stress testing exercises, including ICAAP and regulatory-driven initiatives.
- Perform portfolio analytics to identify key vulnerabilities in credit portfolios under stress conditions.
- Engage with internal stakeholders to collect relevant data and ensure the consistency and reliability of assumptions and models.
- Analyse macroeconomic impacts on portfolios and translate them into actionable insights for senior management.
- Prepare detailed reports and presentations for Credit Committees, Risk Committees, and regulatory submissions.
Requirements:
- Bachelor’s or Master’s degree in Finance, Statistics, Risk Management, Economics or a related field.
- Minimum 5 years of experience in credit risk management, with a focus on stress testing or portfolio analytics within the banking or financial services industry.
- Strong understanding of credit risk drivers, modelling techniques, and macroeconomic linkages.
- Proficiency in data analytics tools such as SAS, Python, R or similar, and experience working with large datasets.
- Familiarity with regulatory requirements and frameworks including Basel III, HKMA regulations, and ICAAP.
- Excellent communication and presentation skills, with the ability to convey complex topics to non-technical audiences.
- Self-motivated with strong project management skills and attention to detail.
- Fluency in English (written and spoken); Cantonese or Mandarin would be an advantage.
This role offers an excellent opportunity to contribute to the enhancement of stress testing capabilities in a dynamic financial environment while working closely with senior leadership and other key functions across the organisation.
