Financial Services Risk Management - Credit and Climate Risk Manager

Responsibilities

As a Manager within the Financial Services Risk Management ("FSRM") Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk and climate risk.

• Project delivery and team management:

  • Lead multiple engagements and ensure on-time and high-quality delivery

  • Lead day to day client and stakeholder communication and management

  • Provide coaching and mentoring to junior team members

  • Continuously enhance existing solutions serving for credit risk management

  • Develop new solutions to address evolving market needs

• Business Development/ Pitching

  • Build and maintain relationships with internal and external stakeholders

  • Proactively identify and pursue new opportunities

Skills

• 5+ years of work experience with knowledge and hands-on experience in one or more of the following areas:

  • Data analytics

  • Credit risk IRB models for retail and wholesale exposures

  • Expected Credit Loss models

  • Credit risk stress testing models and scenario generation

  • Internal Capital Adequacy Assessment Program (ICAAP)

  • Policy and procedure, key control points, end-to-end process credit risk area including loan approval / post-lending monitoring for both retail and wholesale exposures

  • AI use case development experience on credit risk area

  • Climate risk management / ISSB reporting

• Possesses strong project management skills and consulting skills, and able to adapt quickly and manage an environment of rapid change and development, and effectively lead others through this process;

• Someone who think out-of-the-box while developing models, reports or data code to solve challenging problems.

Background

• Master or Bachelor degree holder with major in Mathematical, Engineering, Statistical, Quantitative Finance, Computer Science or Artificial Intelligence

• Sound knowledge in statistical, quantitative analysis and data base language, strong background in programming languages (i.e., Python, SAS, R, SQL)

• Experience with deep learning tools such as Keras, TensorFlow, PyTorch, & MXNet

• Proficient in Microsoft Excel, PowerPoint and Word

• Excellent communication and presentation skills, good command of written and spoken Chinese and English

• Ability to work collaboratively with team members and to work independently

• Ability to multi-task, prioritize workload and meet deadlines