Assistant Manager (Banking Supervision) (Credit Risk Modelling)

Job Description

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 Show More