Assistant Vice President, Credit Risk Methodologies and Analytics

  • Negotiable
  • 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.

Key Responsibilities
• 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  Please apply with full resume stating current and expected salaries via or email to

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.