Job Details

$100000 - $150000 per annum
Job Type
Eugena Gong
about 1 month ago
The Role and the Organisation:

Our client is one of the world's Top 10 bank with decades of operations in Australia. This is a critical role sitting in the Credit Risk Management team (2nd LoD), looking after credit risk portfolio management and reporting for the bank.


Portfolio Management (Credit Risk)
  • Overall Credit Asset quality monitoring, analysis and reporting.
  • Credit Rating distribution analysis and participate in modelling development if needed.
  • Group customer management and reporting.
  • Sovereign Risk monitoring and reporting.
  • Industry distribution analysis and portfolio management.
  • RAS Concentration Risk monitoring and reporting.
Quantitative Analysis and Measurement
  • Risk Weighted Asset measurement and reporting (Standardized and IRB approach ).
  • Contribute on data supporting of ECL / EVA / RORAC / RORWA analysis and management.
  • FIRB approach application and AIRB approach research (Corporate and Retail).

Regulatory and Management Reporting (Credit Risk)
  • Credit Risk related APRA ARF / EFS reporting.
  • Credit Risk Head Office or CBRC Regulatory reporting.
  • Other ad hoc Credit Risk related regulatory requirements correspondence and supporting.

Required Skills & experiences 
  • Minimum 3 years in 1st/2nd Line Credit Risk and Control function, in Banking & Financial Services.
  • Good knowledge in credit risk management and understanding of relevant regulations.
  • Advanced Excel and financial modelling skills.
  • CPA / CFA / FRM member of candidate preferred
  • Excellent verbal and written language ability in both English and Mandarin.

For further information on this role or to confidentially apply, please contact Eugena Gong on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT CVs will be accepted.