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Manager, Credit Risk Methodologies & Analytics | Banking | Hong Kong

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Job reference: JNN231692
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 15/02/2018
Our client is a leading Asian Bank with a strong presence across APAC. We are hiring for a Manager, Credit Risk Methodologies & Analytics to be based in Hong Kong.   

Our ideal candidate for this Credit Risk Analytics role should have at least 6 to 10 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 strong knowledge of Basel, IFRS-9, credit risk modelling and stress testing. Candidate's from Consulting & Advisory background are welcome.
 

The main responsibilities of the Manager, Credit Risk Methodologies & Analytics role with the Leading Asian Bank:  
  • To implement, maintain, review the credit risk rating models, credit risk stress testing and the impairment provision under IFRS-9 requirements.
  • Perform data validation, prepare monitoring and variance analysis of credit impairment provision movement.
  • Monitor and validate retail credit risk rating models.
  • Maintain the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements.
  • Devise, initiate, implement, and oversee the methodology and system for centralizing customer exposures and relevant credit risk mitigation to ensure compliance with Basel rules

We invite all experienced Risk, Quantitative and Analytics candidates who are keen on this Credit Risk Analytics role with the Leading Asian Bank 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 http://www.selbyjennings.com/ http://www.selbyjennings.com or contact us at +65 6589 4410 

EA License no: 13C6685 

Reg No: R1104996
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