Senior Credit Risk Manager / Credit Risk Manager (Portfolio Management)

Full-time
Intermediate (3-6 years)

Posted 

Technical Skills

  • Accountancy
  • Budgets
  • Credit Risk
  • Economics
  • IFRS
  • IFRS 9
  • Mathematics
  • Microsoft Access
  • Microsoft Excel
  • Portfolio Analysis
  • Risk Assessment
  • Risk Management
  • SAS (Statistical Software)
  • SQL
  • Statistics
  • Stress testing
  • VBA

Job Description

Senior Credit Risk Manager / Credit Risk Manager (Portfolio Management)

Location: Hong Kong

 Responsibilities:

  • Explore the changes and trends of the risk drivers for the Group and Subsidiaries' banks according to the changes in macro environment and the credit portfolio constituents, identify key risks for ongoing monitoring and provide enhancement recommendations.
  • Execute credit portfolio planning, including the portfolio limit setting and the asset quality budgeting, ongoing monitoring and analyzing the causes of variation
  • Set the Group/ Bank credit risk stress scenarios and provide high quality analysis
  • Engage in the implementation and ongoing refinement of the IFRS 9 impairment methodology
  • Review the methodology and tools for credit risk stress test and credit concentration risk assessment
  • Provide assistance to subsidiaries in the implementation of credit risk stress testing and credit portfolio analysis.

Requirements:

  • Degree holder or above with major in Economics, Risk Management, Statistics, Mathematics or related discipline.
  • CPA or FRM or related qualification is preferred 
  • At least 3-5 years experience in credit risk management, portfolio analysis, model development, accounting or finance
  • Sound knowledge of credit risk theories, modeling techniques, Basel requirements and IFRS 9
  • Good analytical skills and proficient in using SAS, Microsoft Excel (VBA) and Access (SQL)
  • Strong interpersonal and communication skills
  • Good command in written and spoken English and Chinese
  • Candidates with more experience will be considered as Senior Credit Risk Manager

#LI

Employment TypeFull-time
Career LevelIntermediate (3-6 years)
Education LevelBachelor
QualificationCertified Financial Risk Manager (FRM)
LanguageEnglish, Cantonese
Bank of ChinaInvestment Banking and Brokerage

24/F Bank of China Tower 1 Garden Road Hong Kong

directions_walk10 mins walk from Admiralty Station