| Employer: | Bank of China
| Job Ref No: |
F08RM-RMMGR
| Job Title: |
Risk Modeling Manager
| Sector: |
Asset Management
| Sub Sector: |
Non-Financial Corporate
| Risk Type: |
Credit
| Expertise: |
Other
|
- Report to Modeling Team Leader
- Develop and maintain IRB rating models for retail credit risk, with a view to facilitating Basel II implementation
- Consolidate data from different systems / sources, and perform data cleansing activities
- Assist in preparing business requirements and user acceptance testing for risk rating models or systems
- Assist in formulating risk rating policies and procedures, and ensure that they are properly followed
Requirements:
- Degree or above with major in Statistics, Mathematics, Economics, Finance or related discipline
- Over 3 years Banking experience in Credit Risk Management, experience in implementing of risk rating models or systems preferred
- Over 2 years experience in Analytics and Statistical Analysis
- Hands-on experience of SAS programming and be familiar with Microsoft Office
- Good understanding of Basel II requirements, particularly in the area of credit risk management, preferably on retail exposures but knowledge on corporate / bank exposures will also be considered
- Strong interpersonal skills with able to effectively liaise with various business units
- Excellent spoken and written communication skills in both English and Chinese
| Region/Country: |
Asia / Pacific, China
| City: |
Hong Kong
| Address: | | Post Date: | 05/18/2012 |
