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Manager - Model Validation (HKD50-70k)

Job Title: Manager - Model Validation (HKD50-70k)
Contract Type: Permanent
Location: Hong Kong
Industry:
Salary: Negotiable
Reference: 45740_1623315174
Contact Name: Cardie Siu
Contact Email: cardie.siu@kos-intl.com
Job Published: June 10, 2021 16:52

Job Description

Our client is a reputable retail & commercial bank in Hong Kong, currently looking for a Manager in Model Validation Team in Risk Management group.

Responsibilities

  • To validate internal rating models and HKFRS 9 ECL models for various types of exposures developed by Model Development team and conduct review on stress testing
  • To prepare validation reports, document findings and make recommendations of enhancing model framework to senior management
  • To review policies and procedural guidelines regularly
  • To perform review and validation on the risk data aggregation capabilities and risk reporting practice of the Bank Group to ensure full compliance with the group risk management policies.
  • To keep abreast of the regulatory requirements and market best practice on internal rating models

Requirements

  • University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification
  • Minimum of 3 - 7 years' banking experience in the validation of credit risk models and hands-on experience is preferred;
  • Sound knowledge in statistical and quantitative analysis and familiar with SAS or other statistical tools
  • Excellent report writing and data analytical skills
  • Mature, able to work independently under pressure and cooperate well with teammates.

Click "Apply Now" to apply for this position or call Cardie Siu at +852 3180 4955 for a confidential discussion. All information collected will be kept in strict confidence and will be used for recruitment purpose only.