Madison-Davis
EXTERNAL ROLE
Job Summary:
The incumbent will lead the risk analytics team to lead in developing and maintaining credit methodology and infrastructure. The main responsibilities include establishing/developing credit risk measurement methodologies, building and maintaining credit risk analytics infrastructure and tools, as well as providing on-going analytical support for credit risk related analysis.
Job Duties:
- Develop, enhance, and maintain varies credit measurement methodologies, including but not limited to loan loss provisioning, rating methodology, and stress testing
- Establish and update applicable risk metrics to enable comparisons of the Banks risk limits and risk tolerance on portfolio and aggregated enterprise level in line with the Bank’s risk appetite
- Develop and enhance credit risk management systems and tools
- Provide training and guidance to First Line Units (FLUs) and credit analysts for the methodology implementation
Qualifications:
- Bachelor’s degree is required, preferably in Finance/Economics/Statistics/Mathematics/Engineering major; a Master’s or PHD degree is preferred
- 10+ years of relevant experience in Credit Risk management is required
- Excellent hands-on experience in the areas of stress testing, ALLL/CECL, rating methodology is required
- Skills of analyzing expected loss, including PD (probability of default), EAD (exposure at default), and LGD (loss given default) are required
- Broad knowledge of credit markets and specific products knowledge, including corporate loans, structured loans, leveraged loans, mergers & acquisition finance, project finance and trade finance are preferred
- Critical thinking, team management, project management and communication skills are needed
- CFA/CPA/FRM is preferred
- Bilingual ability in Mandarin and English is preferred