- Credit Risk
- Portfolio Management
- Risk Management
- Stress testing
Credit Portfolio Management #120420
Location: Hong Kong-Hong Kong-Hong Kong
- An exciting and challenging position, where you can use a combination of credit risk and quantitative skills - reporting to the APAC Head of Credit Risk Portfolio Management and Head of Risk Management for PB (Hong Kong).
- In this role you will help to develop and assess views of the credit risk portfolio composition – and undertake analysis and investigation into key risk concentrations.
- A chance to apply credit risk experience and knowledge to challenge the risk profile and get along with different business and risk partners.
- The role will support the development and management of credit risk appetite limits, including analysis of significant moves/changes on a regular periodic basis.
- Liaison with supporting functions to get the data & reporting required to deliver effective portfolio management.
- Analysis of risk concentrations by obligor, product, country and industry etc.
- Perform credit portfolio reviews and stress test analysis.
- Perform thematic deep dive on emerging risk themes e.g. Brexit, Geopolitical Risk Event etc.
- Support Credit Risk Management in audit and regulatory remediation.
- You possess a recognized Degree in Finance or Quantitative discipline.
- You have 4-6 years of experience in credit portfolio management including credit stress testing, concentration risk management and development of risk appetite framework.
- You are interest in a role where you can use your quantitative skills as well as practical credit knowledge to build risk framework and analysis for Credit Risk.
- You have good analytical skills, excellent communicator; hands-on mentality and ability to work independently and systematically, take ownership and be persistent.
- You have the ability to understand complexities within the portfolio and the impact of data sourcing and exposure calculations.
- You have deep understanding and interest in broader credit risk and macroeconomic topics and ability.
|Career Level||Intermediate (3-6 years)|