VP, Credit Model Risk Management, RMD

As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited (“BOCI”), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career for supporting our capital market business.

The Role

• VP, Credit Risk Management, Credit Model Risk

Key Accountabilities

• Responsible for formulating and reviewing model risk management policy guidelines and daily operation manuals related to credit risk.
• Responsible for constructing, verifying, and re-examining various credit risk mathematical models, including but not limited to exposure measurement models, stress testing models, initial margin models for derivatives, margin loan's stock financing ratio models, various haircut models, credit ratings and scorecard models, etc.
• Responsible for reviewing the suitability, rationality, and accuracy of various models in daily use. Timely adjust models and model parameters, and standardize market data usage.
• Responsible for developing, verifying and maintaining systems related to credit risk models.
• Responsible for communicating with the head office, external consulting agencies, etc, for credit risk model related matters.
• 负责制定、重检与信用风险相关的模型风险管理政策指引，以及日常操作手册。
• 负责构建、验证、重检各类信用风险数理模型，包括但不限于敞口计量模型、压力测试模型、场内外衍生品初始保证金模型、保证金贷款股票融资比率模型、各类折扣率模型、信用评级以及计分卡模型等。
• 负责审查各类模型在日常运用中的造配度、合理性、淮确性。及时调整模型、模型参数，规范市场数据。
• 负责开发、验证、维护信用风险模型相关的系统。
• 负责与总行、外部咨询机构等对接信用风险模型相关的工作。

Skills & Experience

• Master's or doctoral degree in financial engineering or mathematical modeling.
• More than 7 years of relevant work experience.
• Ability to work independently and corresponding communication skills.
• Language: English, Chinese (Mandarin).
• Computer: Excel, VBA and other programming languages.
• 金融工学、数理模垫相关的硕士或博士学历。
• 具备7年以上的相关工作经验。
• 具备独立工作能力，相应的沟通能力。
• 语言：英文、中文(普通话)。
• 计算机：Excel， VBA等编程语言。

Other Information

• Please apply in strict confidence with full resume, academic record, current and expected salaries.
• The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidate will be destroyed within 24 months.
• Candidates with Enhanced Competency Framework (ECF): please state on the CV.