Risk Management Analyst (Enterprise Risk)

Job Descriptions

• Participate in the Bank's stress testing programmes with focus on credit risk and climate risk, relevant work including maintenance on credit risk stress test model and respective implementations;

• Consolidate and analyze financial data and information collected from different parties in terms of different bank wide risk management exercises, such as bank-wide stress test, ICAAP, recovery plan and core information collection for resolution plan

Requirements

• 5+ years of working experience in banking/ financial institution industry/ consultation industry
• Bachelor degree in statistics, risk management, quantitative sciences or related field
• Advanced degree in quantitative sciences is preferred
• Hands on experience in credit risk modelling and credit risk stress test
• Knowledge on ICAAP, recovery plan and resolution plan
• Proficient in quantitative skills
• Experience with SAS coding is essential and knowledge of Python will be a plus
• Knowledge of general banking products, including loans and advances, mortgage and treasury products, and a keen awareness of credit risk issues
• Independent, detail-oriented and able to meet tight deadlines
• Good team player and able to liaise and work with various departments
• Good written and communication skills in English and Chinese (Cantonese and/or Putonghua will be a plus)