Portfolio Analytics---credit risk model development

We are seeking a highly skilled and motivated professional to join our team as a Portfolio Analytics Specialist, focusing on Wholesale Credit Risk model development. The ideal candidate will have a deep understanding of IFRS9 and ECL models, with a proven track record in supporting and managing risk analytics.

Responsibilities:

1. IFRS9 and ECL Model Expertise:

   • Utilize expertise in IFRS9 and ECL models to support and manage analysis, development, and coordination with Customer Groups, Product Groups, Group Risk, Regulatory Reporting, and regulators.
   • Special emphasis on Wholesale Credit Risk business.

2. Data Analysis and Issue Resolution:

3. • Conduct in-depth data analysis to identify model usage issues and collaborate with stakeholders to devise remediation solutions.
   • Lead discussions on model usage issues and liaise with senior stakeholders for issue resolution.

4. BAU Reporting and Parameter Update:

   • Support and manage Business-As-Usual (BAU) reporting and risk parameter updates for Wholesale IRB models.

5. Stakeholder Interaction and Communication:

   • Engage with customer groups and product groups to ensure a comprehensive understanding of credit risk models, policies, and decision-making processes.
   • Support ad-hoc queries from regulators and auditors.

6. Cross-Functional Collaboration:

   • Collaborate closely with other Risk Disciplines, FIN, businesses at the regional office, and across countries.
   • Work with Group Risk to ensure the implementation of new disciplines in a globally consistent manner.

Job Requirements:

1. Educational Background:

   • Degree holder or above in Finance, Mathematics, Risk Management, Statistics, or a related field.

2. Professional Experience:

   • 4+ years of experience in the banking industry, with a focus on Credit Risk and Wholesale Banking products.

3. Risk Modeling Knowledge:

   • Good understanding of credit risk (PD/EAD/LGD) modeling and their underlying risk drivers, particularly within the wholesale environment.
   • Preferably, experience in Basel and HKMA regulatory capital rules.

4. Project Experience:

   • Experience in sizable system integration projects related to regulatory capital/risk modeling implementation, including system testing cases and user acceptance testing.

5. Adaptability and Communication:

   • Ability to work in a dynamic and multinational culture, coping with high pressure.
   • Excellent communication, interpersonal, and negotiating skills.
   • Advanced judgmental skills to identify and resolve problems.

6. Relationship Building and Change Management:

   • Ability to build effective relationships and liaise with key business areas and management at all levels of the organization.
   • Strong desire to embrace and drive change with excellent influencing ability.

7. Technical Skills:

   • Strong technical skills in Tableau and/or Python.