Head of Risk Analytics and Modeling, leading banking group
job details about the company. ...Sizable and fast growing banking group in Hong Kong with solid financial performanceabout the team.A department of risk modelling, analytics, market risk and credit risk expertsabout the job.Oversee market risk and credit risk framework of the banking group and drive continuous development of risk policy and proceduresLead teams to control and manage risk in the area of market risk, liquidity risk, counterparty credit risk, IRRBB, credit risk, model risk, etcMonitor and manage risk across trading and banking bookNavigate the development of risk methodology and infrastructure to ensure compliance of regulatory requirementsSupport on going construction and enhancement of analytics and modeling functions in the topics of internal rating models, IFRS-9 expected credit loss(ECL), liquidity stress testing, interest rate in a banking book(IRRBB), risk weighted assets calculation(RWA), etcEnsure up-to-date regulations such as BASEL as well as industry best practices are effectively implementing to drive continuous development of the functionServe as a member of the risk management committees and ALCO; Participate in new product and business approvalskills & experiences required.Bachelor degree or above, preferably from disciplines such as economics, risk management, accounting and finance, etc. Quantitative background would be an advantageMore than 15 years of experience in the area of market risk or credit risk from the banking and financial services industrySound knowledge of banking regulations as well as business model of consumer, corporate banking as well as global banking;Technically sound in credit or market risk modeling/analytics Strong people management skills with track record in managing a sizable functionFluent in English, Cantonese and Mandarin