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AVP/VP Credit Risk Modelling | Consulting Firm | Hong Kong

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Job reference: JNN222892
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 22/12/2017
Our client is a Global Consulting Firm with a strong presence in APAC. We are hiring for a AVP/VP Credit Risk Modeller to be based in Hong Kong.   

Our ideal candidate for this Credit Risk Modelling role should have at least 5 to 12 years of experience in Credit Risk Modelling, Credit Risk Analytics, Credit Risk Model Development or related Quantitative work. We are looking for strong Risk and Quantitative candidates who have experience in Retail/Non-retail Banking (secured/unsecured). We are also open to Risk candidates from Consulting, Financial Services, Vendors or related sectors.  

The main responsibilities of the Credit Risk Modelling role with the Global Consulting Firm: 
  • Develop/validate and enhance Retail/Non-Retail Credit Risk Models for the Bank (Basel Models, Retail Risk Scorecard Models, Behavioural Models etc.)
  • Handle Credit Risk Analytics for the Secured and Unsecured portfolios
  • Validate and Stress Testing of Existing Models 
  • Drive use of Scorecard Models, Basel Models and Behavioural Models across the Bank
  • Analyse and report on Credit Risk and Capital 
  • Oversee Scorecard performance reporting  

We invite all experienced Risk, Quantitative and Analytics candidates who are keen on this Credit Risk Modelling role with the Global Consulting Firm in Hong Kong to please call Jonathan at +65 6589 4410 for a confidential discussion or click on apply below with your applications. 

For more information, please visit or contact us at +65 6589 4410 

EA License no: 13C6685 

Reg No: R1104996
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