Looking for Credit Risk professionals with 8 years of experience to join a big commercial bank. Prior experience in Stress Test and ICAAP is preferred. Big 4 candidates are welcome.

Client Details

The client is one of the Biggest Commercial Bank, a wholly-owned subsidiary of the second largest Foreign financial services group.

Description

• Lead in the execution of various Credit Risk Stress Testing, including the Climate Risk Stress Test, and review of relevant policies and procedures.
• Support the bank-wide ICAAP exercise (including capital add-on corecard review, comprehensive risk assessment and bank-wide Stress Testing)
• Support the development of the Risk Appetite Statement and perform regular monitoring of adherence to the risk appetite.
• Actively engage with the stakeholders to monitor the Bank's risk portfolio and perform MIS report to Senior Management
• Enhance regular monitoring of Risk Appetite Statement ("RAS") and aligned RAS to various risk limits (incl. concentration and country limits)
• Support Pillar 1 Credit Stress Testing based on IRB approach
• Support the HKMA Climate Risk Stress Testing ("CRST")
• Engage in Bank-Wide discussion and planning for climate risk management

Profile

• University degree in Risk Management, Economics, Finance or relevant discipline.
• Professional qualification of CFA / FRM is an advantage
• Minimum 7 years' relevant experience in banking industry
• Proficient in MS Excel / SAS / SQL
• Good interpersonal, analytical and presentation skills
• Good command of written English and Chinese

Job Offer

• Competitive package
• International culture
• Good career path
• Medical and dental benefits

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Vania Lidvinaon +852 2848 4792.