Credit Risk Modeling Lead – Basel, ECL & Stress Testing

Gravitas Recruitment Group (Global) Ltd; Hong Kong; Sur place; HKD 300 000 - 540 000; Plein temps

Résumé du poste

Gravitas Recruitment Group (Global) Ltd in Hong Kong seeks a credit risk professional to lead end-to-end model development for IRB Basel, ECL, and stress testing. You will engage in model enhancements for wholesale and retail portfolios and review credit rating models with data validation for risk systems.

The role requires a university degree in finance or risk disciplines, 2+ years in banking risk, and knowledge of Basel and HKMA.

Qualifications

• University degree in Finance, Risk Management, Financial Engineering, or related disciplines.
• Professional CFA/FRM qualifications are preferable.
• 2+ years' experience in credit risk management in banking.
• Familiar with Basel and HKMA regulatory requirements.
• Proficiency in data risk analysis, stress testing, and modelling.
• Good command of written and spoken English and Chinese.

Responsabilités

• End-to-end model development for IRB Basel/ECL/stress testing models.
• Engage in model enhancements for wholesale/retail models.
• Review and maintain credit rating models; data validation for credit models and risk systems.
• Prepare reports on risk modelling, system enhancements, and credit portfolio.

Connaissances

Data risk analysis

Stress testing

Credit risk modelling

Regulatory knowledge

Formation

Finance/Risk-related degree

Description du poste

Gravitas Recruitment Group (Global) Ltd in Hong Kong seeks a credit risk professional to lead end-to-end model development for IRB Basel, ECL, and stress testing. You will engage in model enhancements for wholesale and retail portfolios and review credit rating models with data validation for risk systems.

The role requires a university degree in finance or risk disciplines, 2+ years in banking risk, and knowledge of Basel and HKMA.