Responsibilities
- Participate in Credit & climate risk Stress Testing and ECL model review.
- Conduct stress testing and portfolio management for risk portfolios across Financial Institutions, and corporate sectors.
- Review risk policies and prepare reports to ensure compliance with regulatory and internal banking requirements.
- Perform gap analysis on risk portfolios and support risk management reporting to the risk committee.
Requirements
- A minimum of 3 years of experience in credit risk analytic, stress testing, or related areas within a bank/ Big4
- Bachelor's degree in risk, Finance, Statistics, or a related field.
- Knowledge of BASEL and HKMA requirements
- Proficient in both written and spoken English and Chinese.
Interested candidates are encouraged to click "Apply Now" to submit their CVs. For inquiries and prompt responses, please feel free to send your CV or contact Carrie Chan at c.chan@gravitasgroup.com
