Credit Risk Analytics Lead - Models, Monitoring & Insights

Ping An Digital Bank; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Ping An Digital Bank seeks a Lead Analytics Manager to steer a team of analytics professionals in building and deploying credit risk models, scorecards and regulatory reports for IFRS 9 and MI needs in Hong Kong.

You will collaborate with Business, Credit and IT, ensure model robustness, document governance, and provide management information and stress testing to support risk appetite, budgets and oversight by senior management.

Qualifications

• Bachelor degree in statistics, economics, computer science, risk management or related discipline.
• 8 years of experience in credit risk, portfolio management, model development.
• Familiar with retail and SME credit risks; IFRS 9 knowledge.
• Hands-on experience in SQL and Python or SAS.
• Strong problem-solving, analytical and communication skills.
• Fluent in English and Chinese (written and spoken).

Responsibilities

• Lead a team of analytics experts to derive insights from internal and external data and develop analytics solutions for credit risk management and regulatory requirements.
• Develop, validate and implement credit risk models, scorecards and warning signals with robust quality assurance.
• Ensure models align with credit risk management cycle and policies (origination, monitoring, collection).
• Produce automated model outputs for risk managers and finance (credit scores, IFRS 9 provisions).
• Generate regular MI and stress testing reports to support portfolio monitoring and risk appetite decisions.
• Collaborate with CRO, risk governance and Finance on reporting, ICAAP, recovery planning.

Skills

Team leadership

Credit risk modeling

Statistical analysis

SQL

Python

IFRS 9

Stress testing

Regulatory reporting

Communication

Bilingual: English & Chinese

Education

Bachelor degree in statistics / economics / computer science / risk management or related discipline

Tools

SQL

Python

SAS

Job description

• Lead a team of analytics experts to draw insights from internal and external data develop/ deploy relevant analytics solutions to fulfill credit risk management needs as well as relevant regulatory requirements
• Work closely with Business, Credit and IT to develop, validate and implement different credit risk models / scorecards / warning signals with adequate quality assurances including their robustness, relevance to the business case (e.g. the ecosystem, business sector, IFRS 9, etc.), documentations, etc.
• Enable and support model in-uses by ensuring that
• Models/ scorecards/ warning signals were designed in such a way that harmonizes with the credit risk management cycle (i.e. origination, account monitoring and collection) and credit risk management policies
• Relevant model outputs are regularly produced, as automated as possible, for model users (e.g. credit scores for risk managers, IFRS 9 provisions for Finance, etc.)
• Performance reports are regularly produced to visualize the behaviour and effectiveness of the models/ scorecards warning signals
• Manage and carry out relevant reporting (e.g. Management Information) and analyses (e.g. stress tests) to support regular portfolio monitoring, formulations of risk-appetite limits, budget planning, etc.
• Drive the management information (MI) reporting for credit portfolios (including their design and production) and carry out relevant analyses (e.g. stress tests) to visualize (i) the structure of the Bank’s credit portfolios (such as their qualities, changes, trends and relationships with external environments) and (ii) potential vulnerabilities for attentions of risk managers, business heads and relevant committees
• Work closely with the CRO and the risk governance unit to provide quality and timely information to Board for effective oversight.
• Work closely with Finance on budget planning, regulatory return preparations, as well as stress tests for ICAAP, recovery plan, etc.
• Guide and develop junior analytics managers.

Experience and Education:

• Bachelor degree holder in statistics/ economics/ computer science/ risk management or related discipline
• 8 years of experience in credit risk/ portfolio management/ model development
• Familiar with retail and SME credit risks
• Good understanding and hands-on experience in credit risk management, modelling, IFRS9, MI reporting, stress testing, etc.
• Hands-on experience in SQL and Python or SAS
• Strong problem-solving ability; analytical and critical thinking
• Open-minded; team player; willing to challenge status quo and run extra mile
• Strong business sense; good communication and interpersonal skills
• Fluency in English and Chinese, written and spoken.