Head, Model Development / Credit Risk Analytics

Full Time

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
Upload your CV/resume or any other relevant file. Max. file size: 2 GB.

Share on
Print