Risk Modelling Manager - Risk Analytics & Governance

Responsibilities Review and improve IRB models, including PD/LGD/EAD models, related to corporate, retail and bank exposures Prepare regular MIS reports for monitoring the performance of IRB models Coordinate data quality check and rectification with relevant parties to ensure accurate model results Participate in system enhancement and testing related to internal rating systems Monitor the latest regulatory requirements related to credit risk modelling and Basel III Final Reform Requirements Un

The Bank of East Asia - Hong Kong - Full time

Salary: Open to discuss

Responsibilities

  • Review and improve IRB models, including PD/LGD/EAD models, related to corporate, retail and bank exposures
  • Prepare regular MIS reports for monitoring the performance of IRB models
  • Coordinate data quality check and rectification with relevant parties to ensure accurate model results
  • Participate in system enhancement and testing related to internal rating systems
  • Monitor the latest regulatory requirements related to credit risk modelling and Basel III Final Reform


Requirements

  • University graduate in Risk Management, Statistics, Data Science, or any relevant subject
  • Relevant professional qualification preferred
  • Minimum 4 years of experience in Banking and Finance ideally covering the following:
  • At least 2 years experience in similar position
  • Strong understanding of Basel development
  • Hands-on experience in data mining and risk modelling
  • Hands-on experience in developing risk models and credit scoring, with good knowledge of quantitative analysis techniques
  • Good command in both spoken and written English and Chinese

Apply
22330805

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