Assistant Manager (Banking Supervision) (Credit Risk Modelling)
Key Responsibilities
- Carry out both on-site examinations and off-site reviews of credit risk models, in particular those related to internal ratings-based approach adopted by Authorized Institutions (AIs) for the calculation of regulatory capital adequacy
- Monitor international developments and industry practices on credit risk modelling
Requirements
- University degree in finance, economics, risk management, statistics, mathematics or related fields. Professional qualification such as CFA or FRM an advantage
- Experience in credit risk model development or validation in sizable AIs preferred
- Good knowledge of global and local regulatory requirements, and supervision of financial institutions and risk management practices relating to credit risk
- Flexible and with ability to multitask in a fast-paced environment
- Strong quantitative background
- Good analytical, communication and presentation skills
Remuneration Package
A competitive remuneration package will be offered to the successful candidate, with flexibility to take account of additional experience and qualifications. Fringe benefits include medical and dental benefits, paid annual leave and provident fund benefits.
Closing Date for Application: 18 July 2026.
Please visit our website at www.hkma.gov.hk for more information about the position.
