Our client is seeking an experienced Portfolio Risk Manager to join their team.
- Conduct credit portfolio analysis (i.e. credit risk stress testing & credit concentration risk assessment); identify key risk and provide recommendation;
- Perform stress testing assessment on different parameter, credit risk stress scenario, interest rate, etc;
- Monitor, validate and revamp the IFRS 9 models; Analyze the model performance.
- Degree holder in Risk Management, Statistics, Mathematics or related discipline;
- CPA or FRM is an advantage;
- > 5 years experience in credit risk, portfolio risk management, Analytics & modelling, accounting or finance;
- Sound knowledge in modeling, IFRS 9;
- Attentive to detail with good communication, problem-solving and analytical skills;
- Proactive to learn and attention to details;
- Independent, responsible, and a good team player.