(Assistant) Vice President, Portfolio Management Analytics (RWA Management Focus)

Country of Location:

Job Responsibilities:

• Interpret changes in regulatory requirements related to Credit Risk RWA. Provide end-to-end advisory / solution and drive implementation in process, system and reporting to ensure compliant;
• Extract data from data warehouse, conduct bank-wide Credit Risk RWA analysis, monitor portfolio changes and identify key risk drivers, and recommend solutions for RWA saving;
• Prepare RWA analysis presentation deck and reports for senior management and ALCO;
• Continuous enhancement and development of MIS reports, graphs and spreadsheets, add new risk analytics dimensions and angles, drill down into specific portfolio to focus on particular risk areas;
• Draw insights from analytic reports and making recommendations in credit risk governance perspective to aid management’s decision making;
• Maintenance and enhancement on the model and system of Return on Adjusted Capital (“ROAC”) and Maximum Group Limit (“MGL”), and answer related queries from business units;
• Assess Credit Risk RWA impact of new products, advise system or workflow changes, formulate user requirements, and conduct user acceptance tests;
• Perform ad-hoc analysis or support data requests from regulators, auditors, mother-bank or top management in a timely and accurate manner;
• Provide supports on Credit Risk RWA analysis, follow-up issues and enquiries.

Requirements:

• Degree holder in Finance, Accounting, Statistics, Risk Management or Related Discipline.
• Minimum of 8 years’ experience in credit risk analytics and management reporting in banking is preferred.
• Experience in Basel III RWA implementation, risk data aggregation, risk analytics, portfolio management is preferred.
• Proficiency in SAS, MS Office and data mining skill set. Experience in Moodys’ RAY, Python, Tableau is a plus.
• Experienced in IT projects and system implementation related to data systems.
• Holder of CFA, FRM or CCRP(CPM) will be an advantage.
• Self-motivated, detail-minded, organize and able to work independently
• Good communication and interpersonal skills
• Good command of written and spoken English and Chinese (including Putonghua)