The Role and the Organisation:
Our client is one of the world's Top 10 bank with decades of operations in Australia. This is a critical role sitting in the Credit Risk Management team (2nd LoD), looking after credit risk portfolio management and reporting for the bank.
Portfolio Management (Credit Risk)
Quantitative Analysis and Measurement
- Overall Credit Asset quality monitoring, analysis and reporting.
- Credit Rating distribution analysis and participate in modelling development if needed.
- Group customer management and reporting.
- Sovereign Risk monitoring and reporting.
- Industry distribution analysis and portfolio management.
- RAS Concentration Risk monitoring and reporting.
Regulatory and Management Reporting (Credit Risk)
- Risk Weighted Asset measurement and reporting (Standardized and IRB approach ).
- Contribute on data supporting of ECL / EVA / RORAC / RORWA analysis and management.
- FIRB approach application and AIRB approach research (Corporate and Retail).
Required Skills & experiences
- Credit Risk related APRA ARF / EFS reporting.
- Credit Risk Head Office or CBRC Regulatory reporting.
- Other ad hoc Credit Risk related regulatory requirements correspondence and supporting.
- Minimum 3 years in 1st/2nd Line Credit Risk and Control function, in Banking & Financial Services.
- Good knowledge in credit risk management and understanding of relevant regulations.
- Advanced Excel and financial modelling skills.
- CPA / CFA / FRM member of candidate preferred
- Excellent verbal and written language ability in both English and Mandarin.
For further information on this role or to confidentially apply, please contact Eugena Gong on 02 8227 9*** or apply directly via the Apply for this job button. Only WORD FORMAT CVs will be accepted.