Responsibilities:
- Work with other team members to conduct regular bank-wide credit risk stress testing, and also act as the coordinator for bank-wide stress-testing exercises.
- Prepare regular bond investment portfolio monitoring and analysis reporting.
- Prepare ECL related financial reporting, HKMA return/survey, and disclosure under HKFRS-9 requirement.
- Support the team to maintain the methodology, risk parameters and systems for ECL estimation under HKFRS-9 requirements including internal rating models.
- Support the team to enhance existing processes, methodologies and reports to fulfill management and regulatory requirements.
- Participate in ad hoc/ special various projects related to credit rating models.
- Support other ad-hoc tasks assigned by supervisor.
Requirements:
- Degree holder in Quantitative Finance, Statistics, Risk Management, accounting or related disciplines, preferably with Master degree.
- 5 - 8 years of experience in risk management areas, credit risk stress testing such as ICAAP, SDST, Climate Risk and other bank-wide stress testing.
- Experience in the implementation of HKFRS-9 ECL methodologies and internal rating models will be an advantage.
- Sound knowledge in risk management methodology and statistical/quantitative analysis tools
- Proficiency in Python, SAS and other programming languages and databases is a plus
- Good command of written and spoken English and Chinese (including Putonghua)
For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries.
Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.
China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.