Senior Credit Risk Analytics Manager
Kowloon City, Kowloon, Hong Kong
HKD 300K-420K (estimate) Senior-level Full Time
Tasks
- Analyze ECL movements and key drivers
- Compute quarterly ECL calculations
- Conduct backtesting and benchmarking
- Coordinate projects stakeholders and deliverables
- Ensure global consistency of IFRS 9 methodology
- Execute wholesale IFRS 9 credit risk models
- Govern model runs monitoring and change control
- Perform independent challenge of model inputs and assumptions
- Quantify and govern overlays using expert judgement
- Support IFRS 9 reporting deliverables
- Support audit and regulatory interactions
- Translate scenario analysis into ECL outcomes
Perks/Benefits
Skills/Tech-stack
Backtesting | Benchmarking | Change Control | ECL modeling | Expected Credit Loss | Expert judgement | Exposure at Default | IFRS 9 | Loss Given Default | Mathematics | Model Governance | Overlay quantification | Probability of Default | Python | Run governance | SAS | SICR | Scenario Analysis | Sensitivity Analysis | Staging | Statistics | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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