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Job

Manager, Risk Model Validation

  • Location

    Hong Kong

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Bettina Chow

  • Contact email:

    b.chow@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    3 months ago

  • Duration:

    perm

  • Expiry date:

    2021-07-10

  • Startdate:

    asap

My client is a regional bank group, offering good salary package and stable working environment.

 

Key responsibilities

  • Assist in the design of the validation framework and methodology in compliance with the requirements from the regulators
  • Conduct independent validation on internal rating models and HKFRS 9 ECL models for various types of exposures developed by Model Development team and conduct review on stress testing
  • Independently perform review and validation on the risk data aggregation capabilities and risk reporting practice of the Bank Group to ensure full compliance with the principles stated in Basel 239 and the group risk management policies.
  • Compile independent validation report for submission to the relevant committees for review and endorsement
  • To keep abreast of the regulatory requirements and market best practice on internal rating models and ensure compliance thereof

 

Requirements

  • Minimum of 5 years' practical experience in retail/commercial banking on risk model validation and development
  • Statistics/ Quantitative Analysis/ Computer Science/ Risk Management Degree holder
  • Good understanding of regulatory requirements/ bank policies related to risk management
  • Good knowledge of quantitative analysis techniques, SAS or other statistical tools
  • Knowledge of risk management process and data management
  • Excellent report writing and data analytical skills
  • Strong communication, interpersonal and presentation skills
     

For interested parties, please click Apply Now or send your CV to b.chow@hamlynwilliams.com

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