Responsibilities:

• Lead and oversee the Risk Management Data Analytics Department of the bank.
• Conduct bank-wide credit portfolio analysis and monitor the trend of asset quality.
• Regularly review and monitor credit risk appetite indicators, large exposure, and risk concentration limits.
• Manage model risk related to credit scorecards, internal credit ratings models, and other relevant models.
• Perform supervisory-driven stress tests, including bank-wide stress tests, climate risk stress tests, and stress tests for credit portfolios.
• Participate in bank-wide credit risk projects.

Requirements:

• University graduate, preferably in risk management, statistics, or other quantitative disciplines.
• Minimum of 10-15 years of experience in wholesale credit risk management.
• Familiarity with the Banking (Exposure) Rules and Regulatory Capital Rules.
• Strong analytical skills, including risk modeling and metrics.
• Proficiency in analytical tools such as SAS or R, with knowledge of Python preferred.
• Proficiency in Excel and VBA programming preferred.
• Proficiency in both English and Chinese.