Senior Manager/Head of Commercial Credit - Credit Risk Analytics and Modelling

  • Negotiable
  • Hong Kong
  • Permanent, Full time
  • Besteam Personnel Consultancy Limited
  • 22 Sep 16

Our client is a well-established licensed bank in Hong Kong, they are now looking for high-caliber person to fill the position, Senior Manager/Head of Commercial Credit - Credit Risk Analytics and Modelling.

Senior Manager – (Commercial) Credit Analytics and Modelling

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

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

 

Head of Commercial Credit – Credit Risk Analytics and Modelling

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

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