SM, Risk Data & Modelling (Virtual Bank)

Job Title: SM, Risk Data & Modelling (Virtual Bank)
Contract Type: Permanent
Location: Hong Kong
Salary: Negotiable
Reference: 46009_1615881747
Contact Name: Cardie Siu
Contact Email:
Job Published: March 16, 2021 16:02

Job Description

Senior Manager, Risk Data and Modelling

One of the top-tier Virtual Banks in Hong Kong is now looking an SM for Risk Data and Modelling Team under Risk Management Department

Job duties:

  • To provide support on the risk modelling development & implementation with model owners and key stakeholders, including Scorecard, IRB, Basel, IFRS9, stress testing etc.
  • To ensure the new models and model enhancement projects are complied with the Policy and regulatory guidelines
  • To identify any opportunities for risk modelling and workflow requirements for the new Analytics platform proactively
  • To work closely with model user to maintain and monitor risk modelling performance
  • To manage Model Assessment Committee and ensure all risk models meets the requirements for Model Governance principles
  • To Implement of data management capabilities and processes (e.g. data quality management, metadata management, master and reference data management).


  • University degree in Statistics, Economics or other relevant discipline(s)
  • Min 7 - 10 years' retail / wholesale banking experience in Credit Risk Modelling / Validation/ Credit Governance , familiar with IRB/ Basel / IFRS9
  • Sound knowledge in statistical and quantitative analysis and familiar with SAS, R, Python or other statistical tools
  • Proactive, interpersonal, presentation and organizational skills; ability to work with both internal & external stakeholders

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.