(Assistant) Vice President, Portfolio Management Analytics (RWA Management Focus)

Job Purpose

The job holder is responsible for conducting bank-wide credit risk portfolio analysis and the compilation of accurate and timely MIS reports, with the main focus on Credit Risk RWA, to support managements decision-making. Support the continuous enhancement of the Credit Risk Governance framework.

Responsibilities:

• Interpret changes in regulatory requirements related to Credit Risk RWA. Provide end-to-end advisory / solution and drive implementation in process, system and reporting to ensure compliant;
• Extract data from data warehouse, conduct bank-wide Credit Risk RWA analysis, monitor portfolio changes and identify key risk drivers, and recommend solutions for RWA saving;
• Prepare RWA analysis presentation deck and reports for senior management and ALCO;
• Continuous enhancement and development of MIS reports, graphs and spreadsheets, add new risk analytics dimensions and angles, drill down into specific portfolio to focus on particular risk areas;
• Draw insights from analytic reports and making recommendations in credit risk governance perspective to aid managements decision making;
• Maintenance and enhancement on the model and system of Return on Adjusted Capital (“ROAC”) and Maximum Group Limit (“MGL”), and answer related queries from business units;
• Assess Credit Risk RWA impact of new products, advise system or workflow changes, formulate user requirements, and conduct user acceptance tests;
• Perform ad-hoc analysis or support data requests from regulators, auditors, mother-bank or top management in a timely and accurate manner;
• Provide supports on Credit Risk RWA analysis, follow-up issues and enquiries.

Requirements:

• Degree holder in Finance, Accounting, Statistics, Risk Management or Related Discipline;
• Minimum of 8 years experience in credit risk analytics and management reporting in banking is preferred;
• Experience in Basel III RWA implementation, risk data aggregation, risk analytics, portfolio management is preferred;
• Proficiency in SAS, MS Office and data mining skill set. Experience in Moodys RAY, Python, Tableau is a plus;
• Experienced in IT projects and system implementation related to data systems;
• Holder of CFA, FRM or CCRP(CPM) will be an advantage;
• Self-motivated, detail-minded, organize and able to work independently;
• Good communication and interpersonal skills;
• Good command of written and spoken English and Chinese (including Putonghua).

For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries via https://careers.cncbinternational.com.

Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.

China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.