Senior Manager, Credit Risk Model (IRB)

About the Role A leading bank is looking for a Seasoned Credit Risk Modelling Manager to develop, revamp, and monitor Basel IRB models (PD, LGD, EAD). This role will also drive credit decision system enhancements, scorecard upgrades, and ensure full compliance with HKMA and Basel regulations. Key Responsibilities IRB Model Development & Monitoring: Lead the end-to-end development, revamp, validation, and ongoing monitoring of IRB models (PD, LGD, EAD). System Enhancement & UAT: Assist in upgrading credit decision engines and execute rigorous User Acceptance Testing (UAT). Scorecard Management: Support the enhancement of Application (A) and Behavior (B) scorecards. Data Quality & Compliance: Ensure data integrity and robust quality controls during credit risk system implementations. Job Requirements Education: University degree in Risk Management, Statistics, Data Science, or a related quantitative discipline. Experience: 8+ years of experience in credit risk modelling focusing on Basel Models (Scorecards, PD/LGD/EAD). Regulatory Knowledge: Strong familiarity with Basel and HKMA credit risk regulations. Technical Skills: Proficient in programming languages such as SAS, Python, and VBA. Interested parties please click Apply Now to submit your CV to us. For any enquiries and immediate response, please feel free to send you CV or contact Carrie Chan at c.chan@gravitasgroup.com