Our client is one of the top retail banks in Hong Kong. They are now recruiting for a Risk Manager to join as part of the risk model development team.

About the Role

Working within a flat team structure and reporting into the team head, you will work along side a team of risk management professionals based in Hong Kong. You will oversee model validation findings, tracking the periodic reportings and analyse model risk metrics. You will also assist on ad hoc model risk analysis and reportings and ensure a structured risk and control processes into day to day responsibilities are in place to monitor and mitigate risk.

Requirements

To qualify for the role, you will have a minimum of 5 years' experience in banking sector; a degree in Mathematics / Statistics will be an advantage. Prior experience with quantitative modelling /or model validation will be required, also demonstrating general knowledge of financial markets and products, risk metrics and VaR. Knowledge of programming languages such as SQL, R, SAS, VBA etc will be essential as well.