Credit Risk

This role focuses on Basel 3 reforms in credit risk. Candidates should have a strong understanding of regulations (MAS/HKMA/BNM) and possess data analysis, system requirements, and risk management skills. Experience with regulatory interpretation and data analysis is key. The role involves collaboration with IT/DEV teams and implementation of standardized approaches.

Requirements

• Knowledge of Basel 3 reforms (MAS/HKMA/BNM)
• Good communication skills
• Understanding of data analysis and risk management
• Experience with SQL
• Deep data analysis and interpretation
• Configuration of data mapping rules
• Business requirements gathering and analysis
• Variance analysis
• Credit Risk understanding (RWA, LGD, PD)
• Implementation of SA and IRB