Credit Risk Manager / Senior Credit Risk Manager (Analytic & Modelling)

Responsibility Perform in-depth data cleaning, feature engineering, and analysis of customer application data, behavioral data, and transaction data. Develop, validate, and monitor credit risk models and customer behavior prediction models. Design data-driven credit risk strategies (e.g., approval, credit limit and collections strategies) aligned with business objectives and risk appetite. Prepare comprehensive model documentation, presentations, and business requirement specifications to ensure

Bank Of China (Hong Kong) Limited - Hong Kong - Full time

Salary: Competitive

Responsibility
  • Perform in-depth data cleaning, feature engineering, and analysis of customer application data, behavioral data, and transaction data.
  • Develop, validate, and monitor credit risk models and customer behavior prediction models.
  • Design data-driven credit risk strategies (e.g., approval, credit limit and collections strategies) aligned with business objectives and risk appetite.
  • Prepare comprehensive model documentation, presentations, and business requirement specifications to ensure compliance with regulatory standards.
Requirements:
  • Bachelor's degree or higher in Statistics, Computer Science, Information Systems, Applied Mathematics, or a related quantitative field.
  • 5+ years of experience in risk analytics or modelling, preferably in retail banking.
  • Proven experience in formulating and implementing credit risk strategies.
  • Proficiency in Python and SAS, with hands-on experience in machine learning frameworks such as Random Forest and XGBoost.
  • Prior experience with Large Language Models (LLM) or generative AI applications is a plus.
  • Strong analytical skills, deep expertise in credit risk analysis, and the ability to exercise sound independent judgment.
  • Excellent written and spoken English and Chinese; Fluency in Mandarin is advantageous.
Apply
22993117

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