JOB DUTIES:
Implement and maintain a consistent and effective credit risk management framework for all credit products under retail banking
Lead the business and risk analytics function and ensure that sound credit risk policies, strategies and tools are in place to support business growth in a risk-reward justified approach
Manage and oversee the development, validation and maintenance of predictive risk model(s) such as application scorecard and behavioral scorecard
Ensure the timely delivery of MIS reports for acquisition and portfolio monitoring
Evaluate through the regular quantitative analysis, acquisition and portfolio performance review on new product/program, credit card line increase/reduction and portfolio risk analysis for all loan products under Retail Banking aiming at refining credit policy/guidelines and improving efficiency/effectiveness of business/ marketing programs
Monitor the execution and review of stress testing programs on credit products under Retail Banking, and provide input regarding bankwide stress testing exercise and Supervisory-Driven Stress Test
Implement, and perform ongoing maintenance and regular (at least annually) model performance review of IRRBB behavioral models
Oversee business and risk analytics function to participate in loan/credit system project development, credit rule setting, user acceptance test and subsequent post implementation validation
REQUIREMENTS:
University degree or above in Finance, Business Administration, Risk Management Science, Statistics or equivalent professional qualification. Master Degree is preferred
Minimum 8 years' experience in consumer credit risk management area.
Profound knowledge in credit policy formulation, risk modeling and scorecard development for both secured and unsecured lending products
Knowledge of Basel and ICAAP requirements is an advantage
Strong analytical mind and business sense
Excellent report writing skill in English and Chinese
Excellent communication and interpersonal skills with management and working partners
Strong leadership and project management skills and able to work under pressure
Good knowledge in MS Word, Excel, PowerPoint and Access. Knowledge in SAS will be an advantage
Good command of spoken English and Chinese
If you want a private conversation about the role, do not hesitate to reach Angela at +852 3905 1198. Please note that only shortlisted candidates will be notified. All information gathered will be treated in strict confidentiality and solely used for recruitment purposes.
