(Assistant / Deputy) Credit Risk Manager

Bank of China (Canada); Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Bank of China (Malaysia) Berhad is seeking an Assistant / Deputy Credit Risk Manager to define data specifications, perform data cleansing and feature engineering, and develop data-driven risk solutions that align with business objectives and risk appetite. The role emphasizes automated processes and rigorous model monitoring to comply with regulatory requirements.

The ideal candidate will have a quantitative degree and strong Python/SAS skills, with familiarity in ML techniques and possibly

Qualifications

• Bachelor’s degree or higher in statistics, computer science, information systems, applied mathematics, or a related quantitative field.
• Strong knowledge of Python and SAS, along with foundational ML techniques including Random Forest and XGBoost is desirable.
• Prior experience with Large Language Models (LLM) or generative AI applications is a plus.

Responsibilities

• Responsible for defining data specifications and clarifying logical rules for various types of data (including risk data, financial data, and business data), as well as conducting in-depth data cleansing, feature engineering, and analytical tasks.
• Develop data-driven strategic solutions aligned with business objectives and risk appetite to support financial planning and business decision-making.
• Automate and optimize existing processes to enhance operational efficiency and accuracy.
• Prepare comprehensive model monitoring reports, validation reports, technical presentations, and business requirement specifications to ensure model performance and related strategies comply with regulatory and compliance requirements.

Skills

Python

SAS

ML basics

Education

Bachelor's degree or higher in a quantitative field

Job description

(Assistant / Deputy) Credit Risk Manager

Job No.: 500159
Employment Type: Full time
Departments: Personal Banking Risk And Integrated Management Department
Job Functions: Risk Management

Responsibility

• Responsible for defining data specifications and clarifying logical rules for various types of data (including risk data, financial data, and business data), as well as conducting in-depth data cleansing, feature engineering, and analytical tasks.
• Develop data-driven strategic solutions aligned with business objectives and risk appetite to support financial planning and business decision-making.
• Automate and optimize existing processes to enhance operational efficiency and accuracy.
• Prepare comprehensive model monitoring reports, validation reports, technical presentations, and business requirement specifications to ensure model performance and related strategies comply with regulatory and compliance requirements.

Requirements

• Bachelor’s degree or higher in Statistics, Computer Science, Information Systems, Applied Mathematics, or a related quantitative field.
• Strong knowledge of Python and SAS, along with foundational and applied understanding of machine learning techniques including Random Forest and XGBoost is desirable.
• Prior experience with Large Language Models (LLM) or generative AI applications is a plus.
• Strong analytical skills, deep expertise in data analysis, and the ability to exercise sound independent judgment.
• Excellent written and spoken English and Chinese; Fluency in Mandarin is advantageous.

If you are applying for in-scope position(s) under the Mandatory Reference Checking Scheme (i.e., A role carrying out regulated activities licensed by the IA, SFC & MPFA),you are required to undergo the Mandatory Reference Checking. Our responsible recruiter will inform you the details of the MRC process and the requirements in due course.