DESCRIPTION/RESPONSIBILITIES:
Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.

Responsibilities:
•  To support the development, deployment and maintenance of risk models for retail and non-retail portfolios for the purpose of internal risk management as well as regulatory compliance
• To support the execution and analysis of ECL and various Stress Testing results (e.g. ICAAP, Pillar 1 Credit Stress Testing etc.) for retail and non-retail portfolios
• To support Regulatory Portfolio Analytics and Risk Management Group in embedding Portfolio Analytics in risk management standards and practices
• Actively participate in model development projects from an end-to-end perspective including facilitating the model approval process and supporting successful model implementation testing and performance monitoring

Requirements:
• University graduate with strong knowledge in statistics / econometrics / modelling theory and technical application in credit risk. Good knowledge on Python, R or any statistical programming language would be an advantage.
• Hand-on experiences in any of the following areas - regulatory model / credit model development, IFRS9 and stress testing for retail and non-retail portfolios
• Broad background of risk systems, methodologies and processes in a retail and non-retail bank environment
• Good understanding of Basel related Accord, MAS and HKMA supervisory requirements is a plus
• Good communication, presentation and writing skills
• A good team player

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We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.

We regret only shortlisted candidates will be notified.