Job Description
About Our Client
Our client is a stable and sizeable bank and are now seeking for a Manger under Risk Management Division specialise in risk modelling and validation.
About Our Role
Reporting to the Section Head, you will be responsible for the following:
- Provide advices to the business by conduct independent model validation and review of existing models.
- Conduct review and modification on stress testing.
- Draft and design the model validation framework and methodology which comply with the regulators requirements.
- Prepare regular monitoring review reports for management and relevant stakeholders.
- Assist with engagement to senior management, regulators, professional bodies and other interested stakeholders on the performance of risk models.
- Support the pipeline of model validation activity.
- Maintain and update the overview of external / regulatory environment relating to models.
- Handle ad hoc project as assigned by the head of department
The Successful Applicant
- Degree holder in Statistics, Quantitative Analysis, Computer Science and Risk Management or related disciplines
- Minimum 5+ years working experience in banking or financial institution
- Solid experience in risk model review and validation
- Sound knowledge of quantitative analysis
- Excellent analytical and organizational skill
- Good interpersonal and communication skills to work with internal parties
- Ability to prioritise, multitask and work under tight deadlines
- Proficiency in both spoken and written English and Chinese
Click "Apply Now" to apply for this position or call Tessa Chan at +852 3180 4950 for a confidential discussion. All information collected will be kept in strict confidence and will be used for recruitment purpose only.
