Vice President, Basel Vice President, Basel …

China Construction Bank (Asia) Corporation Limited
in Hong Kong
Permanent, Full time
Last application, 25 Sep 20
Competitive remuneration package
China Construction Bank (Asia) Corporation Limited
in Hong Kong
Permanent, Full time
Last application, 25 Sep 20
Competitive remuneration package
Oversee the model development on the credit risk model development and ongoing Basel model monitoring based on CBIRC and Head Office requirement.

Job Descriptions

  • Responsible for the development, implementation and enhancement of credit risk rating models and systems.
  • Provide support to model governance, model validation, internal and external audit
  • Work closely with regulators and internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements
  • Support the Bank’s development, enhancement and implementation of IRB models
  • Participate in system enhancement projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing
  • Develop, manage and maintain data control framework for credit risk model development
  • Obtain a high level understanding on the internal rating based approach requirements from various regulatory bodies, such as CBIRC and HKMA.

​Requirements

  • Minimum 7 years of relevant experience in credit risk management or related risk management field
  • Bachelor degree in statistics, mathematics, economics, computer engineering, risk management or quantitative sciences
  • Advanced degree in quantitative fields is an advantage
  • Detailed and hands-on knowledge in credit risk modelling and its applications in banks and other institutions
  • Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB and AIRB)
  • Deep technical knowledge of customer segmentation, model development, portfolio analytics, data mining development and applications
  • Strong programming skill (SAS, VBA, SQL and C++)
  • Experience with SAS is essential and FRM / CFA qualification is preferable
  • Strong leadership and management skills
  • Good command of both English and Chinese, including Putonghua
China Construction Bank (Asia) Corporation Limited logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...