Responsibilities
- Develop, monitor, validate and enhance internal rating models/systems for Bank, Corporate and Retail exposures.
- Develop MIS report for the monitoring on the internal rating systems.
- Assist the supervisor to prepare regular or ad hoc review.
- Perform the risk control tasks and comply with the requirements set by the Risk Controllers of the relevant risk types
- Participate in the ERM promotion and be familiarized with the ERM framework and regulatory requirements
Requirements
- University graduate in relevant quantitative studies: Risk Management, Data Analytics, etc.
- Relevant Professional Qualification an advantage
- At least 1-2 years banking experience preferred
- Certified Credit Risk Management Professional (under ECF-CRM) preferred but not mandatorily required
- Good command in both spoken and written English and Chinese
*Candidates with less relevant experience can be considered for Risk Modelling Officer