We are seeking a highly motivated and experienced Credit Risk Manager / Senior Manager specialising in Stress Testing to join our team in Hong Kong. The successful candidate will play a key role in designing, developing, and executing credit risk stress testing programmes to ensure accurate evaluation of potential vulnerabilities in the credit portfolio under stressed economic scenarios.
The role involves close collaboration with key stakeholders in Risk, Finance, Modelling, and Business teams to ensure stress testing methodologies align with regulatory expectations and business objectives. You will contribute to the accurate interpretation and analysis of stress test results, supporting senior management decisions and regulatory reporting.
Key Responsibilities:
- Design and implement credit risk stress testing frameworks that meet internal and regulatory requirements.
- Develop and maintain stress testing models and scenario analysis tools, incorporating macroeconomic and portfolio-driven stress factors.
- Interpret stress testing results and produce reports and presentations for senior management and regulatory stakeholders.
- Collaborate with cross-functional teams including Modelling, Finance, and Business units to ensure data quality, model integration, and scenario development.
- Support the Internal Capital Adequacy Assessment Process (ICAAP) and Enterprise-wide Stress Testing exercises.
- Monitor emerging risk trends and assess their potential impact on the credit portfolio.
- Contribute to the development of risk appetite frameworks and credit risk governance.
Requirements:
- Bachelor’s degree or above in Risk Management, Finance, Economics, Statistics, or a related discipline.
- Minimum of 5 years’ experience in credit risk management, with at least 2 years in a stress testing or related quantitative risk role. Experience in banking or financial institutions is highly desirable.
- Strong knowledge of credit risk concepts, regulatory requirements (e.g. IFRS9, Basel III), and capital management.
- Hands-on experience with stress testing tools, statistical modelling, and scenario analysis techniques.
- Proficiency in programming tools such as SAS, R, Python, or SQL is an advantage.
- Excellent analytical, problem-solving, and communication skills.
- Ability to work independently while collaborating effectively with cross-functional teams.
- Strong attention to detail and ability to manage multiple priorities under tight deadlines.
- Fluency in spoken and written English is essential; Cantonese and Mandarin are advantageous.
This is an excellent opportunity for a dynamic risk professional to contribute to a team that plays a crucial role in enhancing the bank’s resilience, regulatory compliance, and overall risk management strategy.
Location: Hong Kong
Salary: £0 per year
