job details
about the company.
- Sizeable and fast growing banking group in Hong Kong with solid financial performance
about the job.
... - Capable of execute modelling, provide quantitative analysis and regular bank-wide stress test on various historical data and trends in determining the appropriateness of credit risk (ECL & RWA), market risk and interest rate risks
- Carry out liquidity stress testing for deposits and lending statistical data and to ensure risks are holistically measured
- Review on IFRS-9 expected credit loss model (ECL) to assess credit risk of development of new banking products and business initiatives, estimation of expected credit lo...
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