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.

 

更多工作資料
薪酬 薪金面議
待遇
  • 五天工作週
  • 生日假
  • 員工免費膳食
  • 醫療計劃
工種
  • 銀行 ‧ 金融服務 - 一般 · 其他
僱用形式
  • 全職
  • 長期
教育程度
  • 學士

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