Reference Number 036062
Position Senior Manager - Credit Analytics / Modelling
Salary 60K
Job Requirements
Degree holder, preferably major in Finance, Maths, Statistics or Quantitative Analysis
Minimum 8 years' solid experience in credit risk analysis and modelling, preferably in commercial banking
Excellent data analytics knowledge with expertise in SAS and /or SQL
In-depth knowledge of credit risk management , hands-on experience on data warehouse and data modelling
Familiar with application or system (e.g. Excel, Access, Unix and VBA etc.) and other statistical tools
Familiar with credit related regulatory requirements e.g. Basel, IFRS 9
Strong communication, presentation, analytical and project management skills
Proficient in both spoken and written English and Chinese

Responsibilities:
Responsible for end to end credit risk strategy process to facilitate credit risk management of bank’s corporate portfolio
Conduct credit risk data analysis, portfolio analysis, risk strategy development and implementation
Develop and validate credit risk model (scorecard, corporate credit grading, PD, LGD, EAD required for IFRS 9 and Basel III)
Develop and maintain credit risk data warehouse/DataMart and information system, streamline and automate credit reporting workflow
Develop and maintain credit risk decision engine
Develop credit risk tools to evaluate, measure and manage credit risk of corporate portfolio
Contacts Edmond So - 26275200
edmond@besteam.com.hk