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Assistant Manager (Banking Supervision) (Credit Risk Modelling)

Hong Kong Monetary Authority · Hong Kong

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Job Description

The Hong Kong Monetary Authority (HKMA) is charged with the responsibility for maintaining the stability and integrity of the monetary and financial systems of Hong Kong. There is now an excellent opportunity for eligible candidates to apply for the following post: 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

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Hong Kong Monetary Authority

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1993

Founded

The Hong Kong Monetary Authority (HKMA) is the central banking institution of Hong Kong. It is a government authority founded on 1 April 1993 when the Office of the Exchange Fund and the Office of the Commissioner of Banking merged. The organisation reports directly to the Financial Secretary.

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