My client is a leading financial services group in Hong Kong offering banking, insurance, financial and other related services. They are now looking for a Risk Model Validation Manager to join the Risk Department and work closely with Risk Model Development team.
- To assist in the design of the validation framework and methodology in compliance with the requirements from the regulators
- To independently validate internal rating models for various types of exposures developed by Model Development team and conduct review on stress testing
- To 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.
- To compile independent validation report for submission to the relevant committees for review and endorsement
- Partner with Group Risk, other divisions and outside vendors on the IFRS 9 and BASEL projects to meet the compliance in accordance with internal and external regulatory requirement
- University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification
- Minimum of 5 years’ relevant and practical experience in banking industry or financial institution
- Familiar with credit related regulatory requirements e.g. Basel, IFRS 9
- Solid experience on risk model validation and development
- Excellent data analytics knowledge with expertise in SAS and / or SQL
- Knowledge of risk management process and data management
- Excellent report writing and data analytical skills
- Strong communication, interpersonal and presentation skills
Please send your CV to email@example.com to apply or apply directly below.