Your new company
As a Credit Modelling Manager, you will be responsible for assessing and managing credit risk within our organisation. Your role will involve developing and maintaining credit risk models, ensuring compliance with regulatory requirements, and providing insightful MIS reporting. Here are the key responsibilities:

Your new role

• Credit Risk Modelling and Analytics:
  
  • Develop, implement, and maintain credit rating models for different segments of the bank's portfolio.
  • Monitor model performance, back-test, and report on credit risk exposure.
  • Conduct data analysis to enhance risk management and support decision-making.
• ICAAP (Internal Capital Adequacy Assessment Process):
  
  • Participate in ICAAP, including capital add-on scorecard review and stress testing.
  • Monitor risk appetite indicators and ensure alignment with regulatory requirements.
• MIS Reporting:
  
  • Prepare accurate regulatory reports, including HKMA Banking Returns.
  • Monitor credit risk exposure against established limits.
  • Provide ad-hoc analytics as needed by senior management.
• Large Exposure Monitoring:
  
  • Monitor concentration risk and measure risk exposures quantitatively.
  • Implement climate risk management strategies.

What you'll need to succeed

• Bachelor's degree in Finance, Risk Management, or related discipline.
• 4-6 years of relevant experience in credit risk analytics and modelling.
• Proficiency in SAS, MS Office, and data mining; Python skills are advantageous.
• Familiarity with IT projects and data system implementation.
• Strong command of written and spoken English, Chinese (including Putonghua).

What you need to do now
If you're interested in this role, click 'apply now' or for further information and a confidential discussion on this role or to find out about more opportunities in Corporate Banking, contact Rowina Lo at Hays on +852 2230 7431 or email rowina.lo@hays.com.hk