
Manager, Risk Analytics
- North Point, Hong Kong
- Permanent
- Full-time
- Develop, maintain, and enhance models for various risk initiatives (e.g., ICAAP pillar 2 capital, SDST, IRRBB, etc.) and relevant risk analytics methodologies
- Design, review, enhance, implement, and maintain stress testing methodologies and procedures according to regulatory or internal requirements
- Collaborate with various internal and external units and stakeholders to collect essential information / data for model development and implementing latest risk projects
- Assume new risk management related projects and initiatives as required
- Perform other jobs and ad-hoc projects as assigned by supervisor
- Degree holder or above in Risk Management, Statistics, Quantitative Analysis or related disciplines
- Minimum 5 years of relevant experience in risk analytics / risk management and familiar with banking business and products, with prior experience in risk modeling
- Self-motivated and detail-oriented with a strong analytical mindset
- Good team player, with high level of curiosity as well as independent problem-solving and multi-tasking ability
- Good computer skills particularly in Excel and VBA, and proficiency in SAS or SQL programming skills would be an advantage
- Good command of both written and spoken English and Chinese
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