Oversee the compliance of portfolio investment activities of the Group and its subsidiaries (including insurance firm and asset management company) according to the stipulated investment policies and guidelines, evaluate changes in risk profiles of the investment portfolios and provide guidance to subsidiaries.
Perform credit due diligence on the annual investment plans of the Group and subsidiaries, identify risk characteristics and recommend mitigation measures. Monitor and report the changes in risk profile of the Group's and subsidiaries' investment portfolios.
Evaluate trends and changes in risk profile of the investment portfolios of the Group and subsidiaries, identify key risk drivers, recommend portfolio limits and monitor limits use with reference to macro-economic environment, business plans, stress test result and internal risk reports etc.
Perform post-loan monitoring, promote its effectiveness and completeness. Monitor the changes in risk profile and asset quality of corporate customers, participate in credit portfolio thematic review and reporting.
Formulate Group's credit risk policies and monitoring procedures, provide guidance and support to subsidiaries to ensure smooth implementation.
Degree holder or above with major in Economics, Risk Management, Statistics, Mathematics or related discipline.
CPA or FRM preferred
At least 5 years experience in banking industry (portfolio analysis, policy and limit monitoring, finance management or research), and at least 3 years risk management experience in asset management/ insurance industry.
Sound knowledge of various investment tools/products and related regulatory requirements, credit risk theories and statistical modeling techniques.
Solid analytical skills and proficient in using Bloomberg, Murex, Microsoft Excel (VBA) and Access (SQL)
Excellent analytical and communication skills
Independent, self-motive and able to work under pressure
Good command in written and spoken English and Chinese