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IRB Rating System Implementation, AVP / Senior Officer

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CMB Wing Lung Bank Ltd.

2024-05-07 04:03:10

Job location Not Provided, Hong Kong Island, Hong Kong

Job type: fulltime

Job industry: Consulting & Corporate Strategy

Job description

IRB Rating System Implementation, AVP / Senior Officer Responsibilities

  • Communicate with respectivefrontline departments under Corporate Portfolio to convey the concept of IRB use ofrating, including IRB RAROC and closely monitor their current practice
  • Participatein the data checking and cleansing process
  • Keep up with the progress of IRBimplementation on use of rating in Corporate Portfolio for meeting the standards setby HKMA
  • Coordinate and monitor the production and analysis of regular managementreporting to credit risk for management oversight and monitoring
  • Assist managementin set-up and periodical review/revision of internal rating related policies and proceduralmanuals
  • Provide necessary assistance in response to frontline's requeston system enhancement and data cleansing issue
  • Participate in UAT of internalrating system and RAROC system
  • Coordinate the meeting and conduct trainingto users on the use of internal rating
Requirements
  • Minimum3 years' relevant working experience
  • Degree holder in Statistics, ComputerScience and Risk Management or other relevant discipline
  • Qualified professionalpreferred such as FRM, CFA or other professional bodies of similar standing
  • Familiarwith HKMA Basel IRB requirements
  • Good knowledge in credit and financial analysistechniques

We offer successful candidates an attractive remuneration package.For Candidates who are willing to take up the challenge and build a bright careerwith us, please send a resume with a cover letter by e-mail at .

The data collected would be used for recruitmentpurpose only. Applicants who are not invited for interview within six weeks may considertheir applications unsuccessful.

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