Assistant Vice President, Credit Analytics and RWA Solutions

Responsibilities

• Keep abreast of regulatory rule changes arising from HKMA Banking Capital Rules (BCR) 155L and Supervisory Policy Manual (SPM) related to Credit Risk Weighted Assets (CRWA) requirements.
• Be a subject matter expert on HKMA BCR 155L and SPM, and Basel 3/ Basel 3 reform rules on CRWA. Interpret and assess impact of CRWA calculation/ reporting requirements from BCR 155L and SPM to existing reporting processes.
• Play a lead role in regular CRWA reporting on IRB approaches - Pillar 1 and Pillar 3
• Provide user requirements to Group RPM on regulatory requirements or system enhancements required.
• Play a lead role in user testing (UAT) for Basel 3 reform rule changes on IRB and STD approaches.

Requirements

• Bachelor’s degree with major in Risk Management, Accounting, Finance, Business Management, Engineering, Information Systems, and other relevant disciplines.
• Experienced manager with more than 7 years of solid experience in managing CRWA reporting for Pillar 1 and Pillar 3, and/or other regulatory reports.
• Strong knowledge of existing CRWA calculation and reporting requirements (Pillar 1 & 3) under HKMA BCR and SPM rules.
• Strong knowledge in the use of CRWA calculation and reporting engine.
• Strong knowledge of banking products and exposure types.
• Eye for details, critical mindset and always striving to deliver better work quality and deliverables.
• Ability to deliver under pressure and prioritize work deliverables to meet both internal and regulatory demands.
• Proven stakeholder management and communication skills.
• Proficiency in use of SQL to query data, and ability to manipulate data in spreadsheets is a must.