Job purpose

• The job holder is responsible for assisting the team in the overall impairment assessment, credit RWA analysis, ICAAP and stress testing for the Bank and its overseas branches and subsidiaries.

Key Responsibilities

• Assist in performing impairment assessment and analysis, credit RWA analysis, ICAAP, stress testing and CVA/DVA.
• Coordinate inputs from various stakeholders within the Bank and compile management reports and disclosures for analysis and internal monitoring.
• Assist in review, enhance and implement internal credit models, credit risk stress-testing models, impairment provision models and, risk based pricing models.
• Assist in formulate policies and procedures to facilitate credit risk management related processes.
• Engage in projects for new regulatory requirements and business initiatives.
• Provide specification of user requirements and prototyping and perform User Acceptance Test in the development of new risk management infrastructure.
• Provide analytics support to business initiatives and Risk Appetite.

Requirements

• Degree holder in Risk Management, Mathematics, Statistics or related discipline.
• 1-2 years’ hands-on experience in statistics and analytics or related banking experience.
• Sound knowledge of Basel requirement, credit risk rating modeling and scorecards preferred.
• Proficient in SAS, Excel, Access and VBA programming.
• Highly analytical and detail-oriented.
• Proficient in written and spoken English and Chinese (including Putonghua).

For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries.

Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.

China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.

China CITIC Bank International Limited ("CNCBI") is 75%-owned by CITIC International Financial Holdings Limited ("CIFH"), which in turn is a wholly-owned subsidiary of China CITIC Bank Corporation Limited ("CNCB").

By providing value-creating financial solutions to define and exceed both wealth management and international business objectives of Greater China and overseas customers, CNCBI aspires to be "the best integrated financial services institution", with the highest international standards and capabilities.

CNCBI's footprint in Greater China includes 28 branches and two business banking centres in Hong Kong, as well as branches and presence in Beijing, Shanghai, Shenzhen and Macau.  CNCBI also has overseas branches in New York, Los Angeles and Singapore.  More information about CNCBI can be found on its website at www.cncbinternational.com.