Assistant Vice President, Credit Risk Methodologies and Analytics
- Hong Kong
- CDI, Plein-temps
- China CITIC Bank International Limited
- 10 déc. 17 2017-12-10
• To devise, implement, maintain, and keep up-to-date the credit risk rating models, credit risk stress testing and the impairment provision under IFRS-9 requirements.
• Coordinate inputs from various stakeholders within the Bank and to generate credit impairment provision report on regular basis.
• Perform data validation, prepare monitoring and variance analysis of credit impairment provision movement.
• Maintain the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements.
• Perform regular credit risk stress testing and coordinate stress testing exercise with other risk owners.
• Monitor and validate retail credit risk rating models.
• Provide analytics support to business initiatives.
• Devise, initiate, implement, and oversee the methodology and system for centralizing customer exposures and relevant credit risk mitigation to ensure compliance with Basel rules.
• Support risk and other ad-hoc projects.
• Degree holder in Finance, Accounting, Statistics or related disciplines, preferably with Master Degree.
• Professional qualification like CFA, FRM, ACCA, etc. is a plus.
• Minimum 5 years’ work experience in credit risk management or Basel II projects.
• Thorough knowledge of Basel, IFRS-9, credit risk modelling and stress testing.
• Good knowledge of credit risk management requirements and familiar with relevant system solutions.
• Good negotiating skills, communication skills, project management skills, interpersonal skills, problem solving skills, and report writing skills.
• Excellent command in English and Chinese with excellent oral skills in English and Putonghua.
• High proficiency in SAS, MS Office and data-mining skills
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/ or email to mailto:email@example.com firstname.lastname@example.org.
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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.