Manager / Senior Manager - Model Validation (HKD40-85k)
Job Title: | Manager / Senior Manager - Model Validation (HKD40-85k) |
Contract Type: | Permanent |
Location: | Hong Kong |
Industry: | Financial Services |
Reference: | 45740_1613726784 |
Contact Name: | Cardie Siu |
Contact Email: |
Job Description
Our client is a reputable retail & commercial bank in Hong Kong, currently looking for a M/ SM for 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 5 - 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.
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