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Job

Senior Risk Manager, Model Validation - Bank

  • 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:

    4 months ago

  • Duration:

    perm

  • Expiry date:

    2022-04-19

  • Startdate:

    asap

Responsibilities

  • Design validation framework and methodology 
  • Independently 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
  • 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

Requirements

  • Bachelor degree in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification
  • Around 8 years' relevant and practical experience in banking industry or financial institution
  • Solid experience on risk model validation and development
  • Good knowledge of quantitative analysis techniques, SAS or other statistical tools
  • Candidate with less working experience will be considered for the position of Risk Manager

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

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