Portfolio Analytics---credit risk model development
Guangzhou
中国大陆
发布于: 2023-12-20
职位类别: Permanent
行业类别: 金融服务
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:
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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.
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Data Analysis and Issue Resolution:
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- 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.
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BAU Reporting and Parameter Update:
- Support and manage Business-As-Usual (BAU) reporting and risk parameter updates for Wholesale IRB models.
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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.
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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:
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Educational Background:
- Degree holder or above in Finance, Mathematics, Risk Management, Statistics, or a related field.
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Professional Experience:
- 4+ years of experience in the banking industry, with a focus on Credit Risk and Wholesale Banking products.
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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.
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Project Experience:
- Experience in sizable system integration projects related to regulatory capital/risk modeling implementation, including system testing cases and user acceptance testing.
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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.
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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.
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Technical Skills:
- Strong technical skills in Tableau and/or Python.
职位联系人
Joy Zhou
+86 20 3327 1863
Morgan Philips Executive Search
Unit 32-33,Lumina Guangzhou Tower 2 Level 17, No.181 Yanjiang West Road, Yuexiu District,
510120 Guangzhou
Greater China