Job Description

Job Purpose:

The incumbent will support the Bank in the development, implementation, monitoring, validation, maintenance and use of credit models for retail banking, corporate banking and treasury credit portfolios, as well as related stress testing and forecasting activities.

Main Responsibilities:

• Develop and maintain credit models, including credit scorecards and related frameworks.

• Conduct periodic monitoring, validation, and data analysis for model-related activities.

• Prepare model documentation and user requirements for system implementation.

• Take responsibility for acceptance testing of model configurations and rating system workflows.

• Formulate policies and procedural guidelines related to scorecards.

• Provide technical advice to ensure the soundness of externally developed credit models.

• Support credit and business teams in formulating effective analytics for model use.

• Perform stress testing and forecasting on credit model outputs.

• Coordinate with users to address model-related inquiries and provide training.

• Undertake other projects as assigned by the supervisor.

Incumbent Requirements:

• Bachelor’s degree or higher in Mathematics, Statistics, Actuarial Science, FinTech, or related disciplines. CFA/FRM/ECF qualifications are an advantage.

• Minimum 5 years of experience in credit risk modelling, with at least 3 years in a supervisory role.

• Strong analytical, presentation, and project management skills.

• Self-motivated, proactive, and capable of working under pressure.

• Proficient in both written and spoken Chinese and English. Fluency in Mandarin is an advantage.

• Ability to code using statistical programming languages such as SAS, Python, or R.

• Candidates with less experience will be considered as Manager.