24 June 2021

We are looking for a Risk Analyst who can leverage analytics skills to Support strategic objectives of group in embedding portfolio analytics into risk management standards and practices within the banking industry.

Mandatory Skill(s)

  • Degree in Banking, Commerce or Information Technology;
  • Experience in IFRS9 model development and IFRS9 model validation;
  • Experience in Stress testing model development and IRB model development;
  • Experience working on Python coding;
  • Strong communicator with presentation and advisory skills;
  • Effective interpersonal / communication skills to interact with people at all levels.

Desirable Skill(s)


  • Participate in retail and wealth management IFRS9 and stress testing models development;
  • Embedding portfolio analytics into risk management standards and practices;
  • Liaising with Model Validation team to ensure timely and accurate validation of all models;
  • Proactively engage various stakeholders, explain and defend methodology, approaches and assumptions;
  • Ensure execution excellence by having an eye on details and by closely monitoring the project progress;
  • Materially contribute to the proper adherence to and improvement of model development & monitoring standard;
  • Support stress test execution (RWA) of Pillar 1 Credit Stress Test, IWST, SDST, ICAAP and other regulatory stress tests as required by MAS and HKMA;
  • Support stress test execution (ECLs) for Group ICAAP and HK ICAAP;
  • Conduct in depth analysis / deep dives of stress test results to identify and explain trends;
  • Propose improvements to IFRS 9 and stress test methodologies and processes;
  • Defining user-requirements and conducting UAT.
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