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Credit Risk Manager (Portfolio Management)

Job No.: 492492
Employment Type: Full time
Departments: Risk Management Department
Job Functions: Investment Management, Risk Management

 Responsibilities:

  • Explore the changes and trends of the risk drivers for the Group and Subsidiaries’ banks according to the changes in macro environment and the credit portfolio constituents, identify key risks for ongoing monitoring and provide enhancement recommendations.
  • Execute credit portfolio planning, including the portfolio limit setting and the asset quality budgeting, ongoing monitoring and analyzing the causes of variation
  • Responsible for setting the Group/ Bank credit risk stress scenarios and provide high quality analysis on what the key risks would be to the bank’s earnings, CAR and asset quality should such scenarios materialize.
  • Responsible for the Group/ Bank credit concentration risk and asset quality assessment under Basel II Pillar II.
  • Engage in the implementation and ongoing refinement of the IFRS 9 impairment methodology
  • Assist in the review of methodology and tools for credit risk stress test and credit concentration risk assessment, provide enhancement recommendations and assist in the implementation on the Bank’s IT systems.

Requirements:

  • Degree holder or above with major in Economics, Risk Management, Statistics, Mathematics or related discipline.
  • CPA or FRM preferred
  • At least 5 years experience in banking industry (portfolio analysis, model development, accounting, finance or research) within which not less than 3 years experience in credit risk management.
  • Sound knowledge of credit risk theories, modeling techniques, Basel requirements and awareness of IFRS 9
  • Solid analytical skills and proficient in using SAS, Microsoft Excel (VBA) and Access (SQL)
  • Strong interpersonal and communication skills
  • Good command in written and spoken English and Chinese
  • With creativity and spirit of commitment
  •  

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