Bank of China (Hong Kong)

Senior / Credit Risk Manager (Credit Model Management)

Bank of China (Hong Kong)  •  Hong Kong, HK (Onsite)  •  23 days ago
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Job Description

Responsibility

  • Develop and maintain credit models, including internal rating models, IFRS9 expected credit loss models, credit portfolio models and other credit risk models/framework covering Environmental, Social and Governance (ESG) for business application
  • Assist the Team to coordinate credit risk digitalization projects and study the credit risk applications on Regulatory Technology (RegTech), including the building of Risk Intelligence framework, application of artificial intelligence and enhancement of functionalities of intelligent risk control system platform, etc.
  • Perform model related data analyses, MIS reporting, and take responsibility for user requirements and acceptance tests on model settings and rating system workflow. Coordinate with users on model related enquiries and trainings
  • Perform Pillar I Stress Test (P1ST) credit risk assessments stipulated by the requirements of Basel III Reform
  • Follow the latest development and compliance model requirements from regulators on Fin-tech, IFRS9 and Basel III Reform and climate risk management related areas

Requirements:

  • Bachelor degree holder or above in Mathematics, Statistics, Actuary, Fin-tech or data science related disciplines, preferably with CFA/FRM/ECF qualifications
  • Minimum 3 years’ experience in credit risk modeling
  • Good analytical and communication skills
  • Independent, proactive and able to work under pressure
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage
  • Ability to code with statistical programming language (e.g. Python, R or SAS etc)
Bank of China (Hong Kong)

About Bank of China (Hong Kong)

Bank of China (Hong Kong) Limited (“BOCHK”) is a leading commercial banking group in Hong Kong with strong market positions in all major businesses. We have the most extensive local branch network and diverse service platforms in Hong Kong, including more than 190 branches, 280 automated banking centres, efficient e-channels of over 1,000 self-service machines, as well as Internet and Mobile Banking services. We offer a comprehensive range of financial, investment and wealth management services to personal, corporate and institutional customers. To implement the overseas development strategy of BOC Group, we strive to drive our regional development by expanding our business in the Southeast Asian region. Our branches and subsidiaries have been extended to Southeast Asian countries such as Thailand, Malaysia, Vietnam, the Philippines, Indonesia, Cambodia, Laos and Brunei, with the provision of professional and high-quality financial services to local customers. We will also expedite our development into a top-class, full- service and internationalised regional bank.

BOCHK is one of the three note-issuing banks and the sole clearing bank for Renminbi (“RMB”) business in Hong Kong. With our strong RMB franchise, we are the first choice of customers in this business.Through the deep collaboration with our parent bank, BOC, we provide a full range of high-quality crossborder services to multinationals, cross-border customers, mainland enterprises going global, central banks and super-sovereign organisations.

BOC Hong Kong (Holdings) Limited, BOCHK’s holding company, is one of the largest listed companies on the main board of the Stock Exchange of Hong Kong, with stock code “2388” and ADR OTC Symbol “BHKLY”.

Industry
Finance & Insurance
Company Size
1,001-5,000 employees
Headquarters
, HK
Year Founded
Unknown
Website
bochk.com
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