Manager to Senior Manager, Risk Management (internal rating based approach)

  • Hong Kong
  • Permanent
  • Full-time
  • 12 days ago
Industrial and Commercial Bank of China (Asia) Limited (“ICBC (Asia)”) is the flagship of overseas business of Industrial and Commercial Bank of China Limited (“ICBC”) – currently the largest commercial bank in China, and it is one of the domestic systemically important banks (D-SIBs) in Hong Kong. Currently, ICBC (Asia) has 52 retail outlets (including 27 “Elite Club” Wealth Management Centres) in Hong Kong. It is engaged in commercial banking, investment banking and other financial services, including those of securities, insurance and funds, with a focus on commercial and retail banking as well as global market business. Chinese Mercantile Bank and ICBC Asset Management (Global) Company Limited, two wholly-owned subsidiaries of ICBC (Asia), specialize in Renminbi services in mainland China and ICBC’s global asset management business respectively.Job Responsibilities:
  • Monitor and review the performance of existing IRB models (e.g. Application and Behaviour scorecards, PD/LGD/EAD models)
  • Responsible for the implementation of IRB models into credit decision system
  • Conduct UAT for system implementation
  • Perform data analysis to monitor the data quality of front-line credit system
  • Cooperate with credit origination, credit monitoring and credit approval function team to develop risk analytical strategy on model uses to meet business requirement and ensure risk/reward payoff is maximized.
Requirements:
  • University graduate, preferably inStatistics, Mathematics, Computer Science, Economics, Finance, Risk Management or a related discipline
  • FRM is preferable
  • Experience in data analysis using relevant software packages i.e. Python, SQL, SAS, Excel
  • Excellent communication and writing skills in both Chinese (including Putonghua) and English
  • Strong project management abilities and ability to multitask
Interested parties, please click "Apply Now" for application.Personal data collected will be used for recruitment purpose only.

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