Job Duties

• Develop application , behavior scorecards and PD/LGD/EAD models, independently or with the help of external consultants, for retail credit products
  
• Monitor, review and improve the performance of the A/B cards and PD/LGD/EAD models of retail credit products
  
• Help to develop risk analytics strategy to meet business requirement and ensure risk/reward payoff is maximized
  
• Perform stress testing on retail portfolio to fulfill local and group regulatory requirements.

Job Requirements

• Bachelor Degree or above with major in Finance / Financial Engineering / Risk Management / University degree (preferably in Statistics, Computer Science, Economics, Finance, Risk Management or a related discipline) and FRM/CFA is preferred
  
• Excellent communication and writing skills in both Chinese (including Putonghua) and English
  
• Strong experience in data analysis using relevant software packages i.e. SAS, Excel, VBA applications, SQL.
  
• Solid knowledge of Basel capital requirements as implemented in both Hong Kong and China
  
• Ability to multitask Strong project management abilities

Interested parties, please click “Apply Now” for application.

Personal data collected will be used for recruitment purpose only.

Industrial and Commercial Bank of China (Asia) Limited (“ICBC (Asia)”) is a licensed bank incorporated in Hong Kong. It has 53 branches, 18 “Elite Club” Wealth Management Centres and 4 commercial business centres in Hong Kong. It is principally engaged in banking, financial and other financial related services with focus on retail banking, commercial banking as well as corporate banking business. Chinese Mercantile Bank and ICBC (Asia) Investment Management Company Limited, the wholly-owned subsidiaries of ICBC (Asia), are specialized in the RMB services in Mainland China and the investment management businesses with a focus on Asia respectively. ICBC (Asia) is the flagship of Hong Kong banking business of Industrial and Commercial Bank of China Limited, the largest commercial bank in Mainland China (in terms of total assets).