Senior Executive (Credit Analyst and Modeling )

• Assist to develop/ analyze MFRS9 PD model and LGD model based on both internal and external data.
• Assist to perform annual review on the existing models such as MFRS9 PD Model, LGD model, Behavioural Lifetime analysis and ASEAN Corporate Model.
• Document model development and model review results and prepare memo to seek management’s approval
• Monitor and review macroeconomic data such as GDP, consumer price index, unemployment rate for ECL Parameter updates.
• Support the annual review on model governance framework and other relevant guidelines and prepare memo for management/ board’s approval.
• Assist to maintain the existing RORWA calculator and update the parameters (e.g. FTP and exchange rates) on quarterly basis.
• Support BOCHK on model related issues such as data extraction, update of Excel template and communication to local users
• Support the Team Lead on model-related works/ issues.
• Other ad-hoc tasks assigned by the Team Lead.

Requirement:

Education/ Professional Qualifications:

Bachelor’s Degree with background in mathematics, statistics, economics, finance, engineering or physics

Work experience:

Fresh Graduate or at least 1-2 years experiences in analytics or modeling related field.

Relevant experience in developing and managing credit risk models within a financial institution.

Knowledge of handling database and data modeling programming.

Proficient in Excel, Python and R programming or has had exposure in other analytical tools such as SQL, SAS and etc.

Good communication and writing skills.

Personal Attributes & Characteristics

High level of professional & personal maturity, able to handle internal and external stakeholders

Adaptable, meticulous and able to navigate through complex data

Strong drive and desire to succeed

Knowledge/ Tools/ Skills

Competent analytical skills