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Deputy Manager to Senior Manager, Retail Modeling, RMD

Posting Date:  Sep 9, 2022
Location: 

Hong Kong, HK

Employment Status:  Permanent
Department:  Risk Management Department
Job Description: 

Job Responsibilities

  • Coordinate, assess and review the retail IRB models developed by model vendors
  • Monitor, review and improve the performance of the retail A/B cards and PD/LGD/EAD models 
  • Develop risk analytical strategy to meet business requirement and ensure risk/reward payoff is maximized

Job Requirements

  • University graduate
  • FRM is preferable
  • Excellent communication and writing skills in both Chinese (including Putonghua) and English
  • Strong experience in data analysis using relevant software packages i.e. SAS, Excel, SQL
  • Solid knowledge of Basel capital requirements as implemented in both Hong Kong and China
  • Ability to multitask and strong project management abilities

Education

- Bachelor Degree or above

Qualification

Experience

- 4 to 6 years of relevant experience

Knowledge & Skills