Manager, Credit & Climate Risk Modeling

Ernst & Young Advisory Services Sdn Bhd; Hong Kong; On-site; HKD 600,000 - 800,000; Full time

Job summary

A leading global consulting firm in Hong Kong is looking for a Manager within the Financial Services Risk Management team. This role involves developing and implementing risk solutions focused on credit risk and climate risk for financial institutions. The successful candidate will have a minimum of 5 years' experience in financial risk management, strong data analytics skills, and will lead engagements while mentoring junior staff. Proficiency in programming languages like Python, SAS, and R is essential.

Qualifications

• 5+ years of work experience in financial risk management.
• Hands-on experience with credit risk and data analytics.
• Strong communication skills in Chinese and English.

Responsibilities

• Develop and implement risk solutions for financial institutions.
• Lead multiple engagements, ensuring on-time delivery.
• Coach and mentor junior team members.

Skills

Data analytics

Credit risk IRB models

Expected Credit Loss models

Project management skills

AI use case development

Education

Master or Bachelor degree in Mathematical, Engineering, Statistical, Quantitative Finance, Computer Science or Artificial Intelligence

Tools

Python

SAS

R

SQL

Keras

TensorFlow

PyTorch

MXNet

Job description

A leading global consulting firm in Hong Kong is looking for a Manager within the Financial Services Risk Management team. This role involves developing and implementing risk solutions focused on credit risk and climate risk for financial institutions. The successful candidate will have a minimum of 5 years' experience in financial risk management, strong data analytics skills, and will lead engagements while mentoring junior staff. Proficiency in programming languages like Python, SAS, and R is essential.