Our client, a well-established commercial bank, is looking for good caliber to join their credit control team.

Responsibilities

• Participate in the development, enhancement and implementation of credit risk models and systems
• Conduct both quantitative and qualitative analyses of risk data, examine risk reporting and monitor model performance ensuring compliance of regulatory requirements
• Develop and maintain parameters and configuration of rating systems
• Participate in formulation of policies and procedures relating to credit risk model implementation
• Conduct portfolio risk stress testing as required
• Prepare report and make recommendation to senior management or internal stakeholders

Requirements

• Bachelor Degree holder in Risk Management, Statistics, Quantitative Finance or related disciplines;
• Solid knowledge in credit scorecards, Basel IRB regulatory requirements, credit risk model, and IFRS9, etc
• At least 3 years’ experience in credit risk control, development of credit scorecard and/or IRB implementation
• Proficient in statistical tools and data analysis tool such as SAS, Excel VBA, SQL  
• Proficient in both spoken and written English and Chinese, fluent Putonghua would be an advantage

***PLEASE DO NOT SEND IN JOBSDB FORMAT ***

Interested parties please forward your CV in word format with current and expected salary to Ms Sophie So of BRS Limited.