Responsibilities
- Support and lead the review, re-development, and validation of wholesale credit models in coordination with business groups, regional teams, and regulators.
- Formulate, review, and revise wholesale credit policies and guidelines from a modeling perspective.
- Partner with customer and product groups to ensure clear understanding of credit risk models, policies, and behavioral decision-making.
- Engage with regulators and industry bodies regarding risk rating systems and regulatory compliance.
- Provide analytics support for stress testing, IFRS9, economic capital, and climate risk initiatives.
- Drive efficiency across analytical pipelines by adopting automation tools and standardizing routine documentation tasks to improve turnaround times.
- Monitor the implementation progress of internal audit recommendations and evaluate new business initiatives and credit proposals.
- Hold a degree in Finance, Mathematics, Risk Management, Statistics, or a related quantitative field.
- Bring 2 to 5 years of relevant professional experience within the banking industry, with exposure to both risk and corporate business lines.
- Demonstrate solid understanding of wholesale credit modeling, including PD, EAD, and LGD methodologies.
- Possess hands-on programming experience in languages such as Python, SAS, R, or Matlab.
- Exhibit familiarity with Basel framework rules, HKMA regulatory capital requirements, and modern modeling delivery tech stacks.
- Demonstrate hands-on experience working with end-to-end analytics and delivery tech stacks such as GCP, VS Code, and GitHub.
- Possess strong communication and interpersonal skills to build effective relationships across multinational and dynamic business environments.