Responsibilities

• Communicate with respective frontline departments under Corporate Portfolio to convey the concept of IRB use of rating, including IRB RAROC and closely monitor their current practice
• Participate in the data checking and cleansing process
• Keep up with the progress of IRB implementation on use of rating in Corporate Portfolio for meeting the standards set by HKMA
• Coordinate and monitor the production and analysis of regular management reporting to credit risk for management oversight and monitoring
• Assist management in set-up and periodical review/revision of internal rating related policies and procedural manuals
• Provide necessary assistance in response to frontline’s request on system enhancement and data cleansing issue
• Participate in UAT of internal rating system and RAROC system
• Coordinate the meeting and conduct training to users on the use of internal rating

Requirements

• Minimum 3 years’ relevant working experience
• Degree holder in Statistics, Computer Science and Risk Management or other relevant discipline
• Qualified professional preferred such as FRM, CFA or other professional bodies of similar standing
• Familiar with HKMA Basel IRB requirements
• Good knowledge in credit and financial analysis techniques

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