• To participate in the development, implementation, validation and enhancements of credit risk analytics tools to Corporate Banking, Retail Banking and Treasury. This would include IFRS 9 ECL models and internal credit scorecards for the purpose of risk quantification, internal risk management and regulatory compliance;
• To design, formulate and maintain the validation and monitoring procedures in relation to credit risk analytics tools;
• To automate, enhance and support the on-going reporting process of credit risk analytics tools;
• To handle and mitigate audit issues in relation to credit risk analytics tools;
• To conduct regular and ad hoc stress-testing exercises according to regulatory requirements and the Bank’s policies.

• Responsible for impairment quantification for Corporate Banking, Retail Banking and Treasury credit portfolios and keep track of impairment charge against internal KPIs;
• Prepare impairment and provision reporting on both regular and ad-hoc basis;
• Perform enhancement, validation and monitoring of credit risk analytics tools;
• Formulate and enhance credit risk stress test models and to prepare stress test results;
• Partner with Group Risk, other divisions and outside vendors on ad-hoc projects for the purpose of risk quantification, internal risk management and regulatory compliance;

• University graduate, preferably major in Finance, Mathematics, Statistics or Quantitative Analysis;
• At least 8 years of relevant banking experience with solid experience in credit risk analysis, data mining and statistical modelling.
• Proficient in MS office, Excel VBA, SAS programming and Python;
• Familiar with credit related regulatory requirements, especially in Basel and IFRS 9;
• Good communication, presentation, analytical and project management skills;

The Dah Sing Group is a leading financial services group in Hong Kong offering banking, insurance, financial and other related services through its growing network of over 70 branches in Hong Kong, Macau and Mainland China.

Our currency is caring, teamwork and progressiveness.  We accept that everyone is unique and different in talent, but alike in the capacity for growth. Our task is to shape a culture that creates a sense of pride in achieving something beyond just a job, and an environment where you can be your true and authentic self, like at home.