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Credit Risk Analytics - AVP to VP level



Job Description

about the company

Our client is an international banking group.
about the job
  • Develop and validate wholesale credit risk stress testing models for the Bank
  • Provide analytics supports in regulatory driven stress testing
  • Engage with businesses, risk and finance teams to ensure models and methodologies are understood
skills & experiences required
  • Bachelor's degree in Finance, Mathematics, Risk Management, Statistics or related field
  • At least 8-10 years of relevant credit analytics experience in banking industry
  • Knowledge of Basel II and III and HKMA regulatory capital rules
  • Strong communication skills in fluent English
  • Programming skills in S+, SAS or any programming language

To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Rouella Landicho on + 852 2232 3479 or email: [email redacted, apply via Jobable]

Employment TypeFull-time
Education LevelNone
LanguageEnglish, Cantonese
RandstadHuman Resources and Recruitment

50 Connaught Road Central, 5th Floor, Agricultural Bank of China Tower

directions_walk8 mins walk from Central Station