Responsibilities
- Take on vital role in executing the various Credit Risk Stress Testing, including the Climate Risk Stress Test, and review of relevant policies and procedures according to the schedule.
- Support the annual ICAAP and work closely with relevant stakeholders to facilitate review of assessment results by Senior Management.
- Support the development of the Risk Appetite Statement and perform regular monitoring of adherence to the risk appetite.
- Actively engage with the stakeholders to monitor the Bank's risk portfolio and perform MIS report to Senior Management
Requirements
- University degree in Risk Management, Economics, Finance or relevant discipline.
- Professional qualification of CFA / FRM is an advantage
- Minimum 8 years' relevant experience in banking industry
- Proficient in MS Excel / SAS / SQL
- Good interpersonal, analytical and presentation skills
- Good command of written English and Chinese