Our client, a leading bank, is looking for Manager to join their Risk Management team to cope with the bank’s expansion.
Job Description:
- Validate new/existing credit risk models for both retail and non-retail portfolio from both qualitative and quantitative aspects according to regulatory requirements/accounting standards
- Document the findings in model validation exercises with recommendations, and communicate the results with both senior management and other stakeholders
- Liaise with internal auditors, external auditors, HKMA and other regulatory bodies
- Maintain an effective model validation framework comprising model validation policies and procedural guidelines
Job Requirements:
- University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification
- Minimum of 5 years’ risk modeling experience in banking industry
- Knowledge of quantitative analysis techniques, SAS or other statistical tools
- Knowledge in VBA, SQL, R is a plus
- Knowledge of both local and international regulatory requirements on model validation and capital accord
- Knowledge of various quantitative methods, and are able to explain clearly to non-technical audiences
- Excellent report writing and data analytical skills
- Good command of both spoken and written English and Chinese