Senior Manager, Credit Risk Analytics

Leadingnation; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Leadingnation in Hong Kong seeks a senior analytics manager to lead a team of analytics experts in drawing insights from internal and external data and deploying analytics solutions to meet credit risk management needs and regulatory requirements.

You will work with Business, Credit and IT to develop, validate and implement credit risk models, scorecards and warning signals, ensuring robustness and alignment with risk policies and the portfolio lifecycle.

Qualifications

• Bachelor’s degree in statistics, economics, computer science or risk management.
• 8 years of experience in credit risk, portfolio management or model development.
• Familiar with retail and SME credit risks and IFRS 9 knowledge.

Responsibilities

• Lead a team of analytics experts to derive insights from data and deploy analytics solutions for credit risk needs.
• Develop, validate and implement credit risk models, scorecards and warning signals with quality assurances.
• Ensure models harmonize with risk management cycle and policies across origination, monitoring and collection.
• Produce regular MI reporting and stress tests to support risk appetite, budgeting and governance.
• Collaborate with CRO, risk governance and Finance for regulatory returns and ICAAP stress testing.
• Guide and develop junior analytics managers.

Skills

SQL

Python

SAS

Education

Bachelor's degree in statistics/economics/computer science/risk management

Job description

• Enable and support model in-uses by ensuring that
• Hands-on experience in SQL and Python or SAS
• Guide and develop junior analytics managers

Key Responsibilities and Duties

• 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.