Job Seekers

Risk Manager, Model Validation (Bank)

Banking & Finance
Job Ref. SPGHK023202109083
Location Hong Kong
Date posted 2021-09-08

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


Job Apply


File name:

File size:

(TXT, PDF, DOC, DOCX and RTF file only)

Looking To Hire? Send Us Your Vacancy Contact Us for Hiring