Assistant Manager (Banking Supervision) (Credit Risk Modelling)

Key Responsibilities

• Carry out both on-site examinations and off-site reviews of credit risk models, in particular those related to internal ratings-based approach adopted by Authorized Institutions (AIs) for the calculation of regulatory capital adequacy
• Monitor international developments and industry practices on credit risk modelling

Requirements

• University degree in finance, economics, risk management, statistics, mathematics or related fields. Professional qualification such as CFA or FRM an advantage
• Experience in credit risk model development or validation in sizable AIs preferred
• Good knowledge of global and local regulatory requirements, and supervision of financial institutions and risk management practices relating to credit risk
• Flexible and with ability to multitask in a fast-paced environment
• Strong quantitative background
• Good analytical, communication and presentation skills