Key Responsibilities
- Leadership Support:
- Collaborate with the Credit risk model head to assist in data visualization, model development and analytical support for APAC.
- Global Methodology Consistency:
- Ensure uniformity in the creation, implementation, and oversight of wholesale IRB methodologies, policies, and systems.
- Risk Analytics Consultation:
- Offer guidance and support on various risk analytics, including but not limited to Automated Credit Decisioning, Stress Testing, IFRS9, and Economic Capital, aimed at enhancing shareholder value and safeguarding the Group's reputation.
- Capital Resource Measurement:
- Enhance the assessment of risk-related capital resources.
- Stakeholder Management:
- Foster close collaboration between risk management and business functions to ensure effective execution of responsibilities while managing relationships with stakeholders and regulators.
- Model Development Coordination:
- Lead the analysis and development of wholesale credit models, coordinating with customer groups, product teams, group risk, and regulatory bodies.
- Policy Management:
- Oversee the creation and monitoring of risk policies, processes, and tools that enable risk-based business management. Manage the research, formulation, and revision of credit corporate policies from a modelling perspective.
Qualifications
- Educational Background:
- Bachelor's degree or higher in Finance, Mathematics, Risk Management, Statistics, or a related field.
- Essential Experience:
- Proven hands-on experience with IRB modelling (PD/EAD/LGD) specifically within wholesale asset classes.
- Direct experience with corporate models and Basel regulations is mandatory.
- Technical Proficiency:
- Strong proficiency in Python coding is required. Familiarity with credit risk analytics, such as credit decisioning, stress testing, and IFRS9 model development, is preferred.
- Regulatory Knowledge:
- In-depth understanding of Basel, CRR, and HKMA regulatory capital requirements is essential.
- Interpersonal Skills:
- Ability to thrive in a dynamic, multinational environment while effectively managing pressure. Strong relationship-building skills and the ability to liaise with key business areas and management at all levels are crucial.
- Communication and Analytical Skills:
- Excellent communication abilities, supported by proven writing and analytical skills, with a strong quantitative aptitude.
Interested parties please click Apply Now to submit your CV to us. For any enquiries and immediate response, please feel free to send you CV or contact Carrie Chan at c.chan@gravitasgroup.com or by phone +852 3896 2531
