Vice President, Credit Risk Modeling and Stress Testing

Responsibilities:

• Prepare regular credit risk stress testing and coordinate stress-testing exercise with other risk owners;
• Maintain the methodology, risk parameters and systems for the impairment provision estimation under IFRS-9 requirements;
• Prepare credit rating model performance monitoring and to enhance credit rating models for the Bank. Participate in CAO system enhancement project, including the corporate credit risk ratings;
• Review data validation and variance analysis of the movement of credit impairment provision;
• Enhance existing processes, methodologies and reports to satisfy various regulatory requirements;
• Participate in various projects to enhance the risk management system and internal credit rating models;
• Support risk and other ad-hoc analytics projects in respect to requests from regulatory bodies, external auditors and/or internal management;
• Participate in the new projects on other credit risk analytics.

Requirements:

• Degree holder in Finance, Accounting, Statistics, Risk Management or related disciplines, preferably with Master degree;
• 6 - 8 years of experience in risk management areas such credit risk stress testing including ICAAP, SDST, Climate Risk and other bank-wide stress testing;
• Experience in the implementation of HKFRS-9 ECL methodologies and internal rating models will be an advantage;
• Sound knowledge in risk management methodology and statistical/quantitative analysis tools;
• Holder of Certified Senior Treasury Management Professional (CSTMP) or Certified Treasury Management Professional (CTMP) or under the HKMA ECF on TM is preferred;
• Proficiency in visual basic, SAS and other programming languages and databases is a plus;
• Good command of written and spoken English and Chinese (including Putonghua).

For more details about career opportunities with the Bank, please visit our website http://www.cncbinternational.com/careers/en/index.jsp. Please apply with full resume stating current and expected salaries via https://careers.cncbinternational.com.

Personal data collected will be used for recruitment related purposes only. Applicants not invited for interview within 6 weeks may consider their applications unsuccessful. However, applicants may be considered for other suitable positions within the Group for a period of not more than 2 years. Personal data will be destroyed at any time after 3 months.

China CITIC Bank International is committed to being an equal opportunities employer and intends to provide a work environment free of unlawful discrimination or harassment. All employment decisions will be made in a non-discriminatory manner.