Hays posted a job you might be interested in March 30, 2015 at 12:06PM

Hays



VP - Credit Risk Methodologies and Analytics

Hong Kong, HK - Banking

This exciting opportunity within Credit Risk Analytics and Methodologies calls for an experienced candidate at VP level to join an expanding team at a regional bank.



You would be responsible for supporting the credit risk rating systems including model development and model validation in addition to the maintenance of rating tools. Furthermore, you will oversee the estimation of risk parameters including probability of default (PD), loss given default (LGD) and exposure at default (EAD) and to explain the rationale behind these credit rating results. You will also be responsible for overseeing the expected loss calculation methodology under the new financial reporting requirements under IFRS-9 and to assess the requirements impact. Furthermore, you will be responsible for supporting the RWA calculations under regulatory requirements as well as ensuring that you're kept abreast of Banking Capital Rules and IFRS-9 requirements.



If you have 5+ years of experience within the Credit Risk Analytics space, with past experience in developing models, kindly get in touch either by sending your CV to nishita.mohnani@hays.com.hk or by calling +852 2525 9926.

HKD50000.00 - HKD75000.00 per month



Posted March 30, 2015 at 12:06PM from LinkedIn http://ift.tt/1CoHN1S

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