Published 1 year ago
Manager, Credit Risk Modeling & Stress Testing, Corporate Bank
ALL-STAR AGENCY
Job Description
Overview
We are helping a well-established Chinese Bank to hire a Credit Risk Modeling & Stress Testing Manager to perform ICAAP and stress testing for the risk management team.
Role Responsibilities
- Conduct credit risk stress test and analyze the impact on expected credit loss on various portfolios of the Bank
- Assist in implementing climate risk management by monitoring the concentration and measuring the risk exposures by quantitative analysis
- Support climate risk stress test
- Participate in ICAAP (including capital add-on scorecard review and ICAAP stress testing) and recovery planning
- Monitor and enhance risk appetite indicators of the Bank
Requirements
- University degree in Finance/Risk Management/Financial Engineering/other related discipline.
- Require 4-5+ years of credit risk modeling/stress testing experience in banking
- Experience in ICAAP and stress testing is preferred.
- Professional qualification in CFA, FRM is preferable.
- Strong analytic mind with good report writing skills.
- Fluent in Cantonese, Mandarin, and English.
If you believe you have the relevant skill and experience and is interested in this position, kindly get in touch with Krystal Chun at with your CV and contact details to engage in a confidential discussion.
Job Particulars
Job source
eFinancialCareers
Job reference
20902695
Date published
11 Apr 2024
Job keywords
Risk Management, Credit
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