Credit Risk Modelling Manager - OCBC Wing Hang Bank
16 November, 2018
HKD 45,000 - 90,000
Responsibilities: . Develop, implement and maintain credit rating models for the measurement and management of credit risk for different segments of the Bank’s portfolios . Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments . Monitor, back test and report performance of the models . Work closely with independent model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues . Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decision, business strategies, risk appetite setting and provisioning and capital assessment Requirements: . University Degree in Mathematics, Statistics, Financial Engineer or relevant disciplines . Strong statistical and risk modeling skills, and programming knowledge in SAS, SQL, Python or R; . Good knowledge and competence in credit risk requirements, Basel requirements and internal risk grading; . Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic way. . Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage. . Minimum 3 to 5 years’ relevant experience for Manager role and 5 to 7 years for Senior Manager role.
About the Company
OCBC Wing Hang, together with its subsidiaries and affiliated companies, offers a comprehensive range of commercial banking products and services and other financial services such as consumer financing, share brokerage and insurance, among others. It has a network of over 100 branches and offices in Hong Kong, Macau and China. As part of the OCBC group of companies, OCBC Wing Hang offers customers an augmented banking network, enhanced market access and an expanded range of products and services for personal and business financial needs.
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