Risk Manager, Model Validation & Governance - Risk Oversight
The Bank of East Asia, Limited
Responsibilities
Assist in the design of the validation framework and methodology in compliance with the requirements from the regulators
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
Compile validation report for submission to the relevant committees for review and endorsement
Keep abreast of the regulatory requirements and market best practice on internal rating models and ensure compliance thereof
Requirements
University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification
Minimum of 3 years’ relevant and practical experience in banking industry or financial institution
Good understanding of regulatory requirements/ bank policies related to risk management, with understanding on enterprise model risk management
Solid experience on credit risk model validation and development
Good knowledge of quantitative analysis techniques, SAS or other statistical tools preferred
Knowledge of risk management process and data management
Excellent report writing and data analytical skills
Strong communication, interpersonal and presentation skills
Mature, able to work independently under pressure and cooperate well with teammates.