- Sizable and fast growing banking group in Hong Kong with solid financial performance
about the team.
- A department of risk modelling, analytics, market risk and credit risk experts
about the job.
- Oversee market risk and credit risk framework of the banking group and drive continuous development of risk policy and procedures
- Lead teams to control and manage risk in the area of market risk, liquidity risk, counterparty credit risk, IRRBB, credit risk, model risk, etc
- Monitor and manage risk across trading and banking book
- Navigate the development of risk methodology and infrastructure to ensure compliance of regulatory requirements
- Support on going construction and enhancement of analytics and modeling functions in the topics of internal rating models, IFRS-9 expected credit loss(ECL), liquidity stress testing, interest rate in a banking book(IRRBB), risk weighted assets calculation(RWA), etc
- Ensure up-to-date regulations such as BASEL as well as industry best practices are effectively implementing to drive continuous development of the function
- Serve as a member of the risk management committees and ALCO; Participate in new product and business approval
skills & experiences required.
- Bachelor degree or above, preferably from disciplines such as economics, risk management, accounting and finance, etc.
Quantitative background would be an advantage - More than 15 years of experience in the area of market risk or credit risk from the banking and financial services industry
- Sound knowledge of banking regulations as well as business model of consumer, corporate banking as well as global banking;
- Technically sound in credit or market risk modeling/analytics
- Strong people management skills with track record in managing a sizable function
- Fluent in English, Cantonese and Mandarin