Reference Number 036061
Position Head of Commercial Credit - Risk Analytics and Credit Modelling
Salary 100K
Job Requirements
Degree holder in relevant discipline with CFA/FRM/CPA are preferred
Minimum 20 years of solid experience in banking with at least 10 years specialized in corporate credit grade modeling and its applications with either banks or professional firms
In-depth knowledge and experience in developing credit grading models for corporate and commercial clients
Proficient in SAS and/or SQL

Responsibilities:
Responsible for spearheading the development and enhancement of credit grading model of the bank for better risk differentiation
Work closely with finance function on the credit related information requirements for the IFRS9 disclosure
Enhance the existing credit grading model of the bank. Develop “point-in-time” PD model, LGD model and EAD model for the implementation of IFRS 9 for corporate clients and to formulate policy and procedure for the maintenance and enhancement of these models
Enhance internal credit data capture and infrastructure for providing better and more timely information for credit risk analysis
Liaise with business on the rollout of these models and provide relevant trainings to marketing and credit staff on the use of these models
Contacts Edmond So - 26275200
edmond@besteam.com.hk