• Negotiable
  • Hong Kong
  • Permanent, Full time
  • Hays Banking & Financial Services Hong Kong
  • 22 May 18
  • Hong Kong
  • Negotiable
  • Full time

Credit Risk Manager, Basel

Seeking candidate with exposure to Basel and Stress testing. Well-verse in SAS

Seeking candidate with exposure to Basel and Stress testing. Well-verse in SAS

Your new company
A key client of ours is has a vacancy for a Credit Risk Modelling candidate at Manager level who has specialized in Corporate Banking.


Your new role
You will be responsible for:

  • Bankwide stress testing report
  • Basel project including scorecard development and implementation
  • Consolidate financial data to prepare risk related return, such as ICCAP and Recovery Plan


What you'll need to succeed
At least 3 years of experience in Basel/Stress Testing/Credit Risk Modelling in financial institution. You are well verse in SAS. You will also have general banking product knowledge.


What you'll get in return
You will be offered a highly visible role in the business with exposure to a diversity of business stakeholder management. A competitive remuneration package will be offered.


What you need to do now
If you're interested in this role, click 'apply now' or for more information and a confidential discussion on this role or to find out more opportunities in Credit Risk contact Gillian Lam at +852 2230 7433 or email gillian.lam@hays.com.hk.

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