Responsibilities

• Assist in the design of the validation framework and methodology in compliance with the requirements from the regulators
• Validate internal rating models for various types of exposures developed by Model Development team and conduct review on stress testing
• 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.
• Compile independent 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 8 years’ relevant and practical experience in banking industry or financial institution
• Good understanding of regulatory requirements/ bank policies related to risk management
• Solid experience on risk model validation and development
• Good knowledge of quantitative analysis techniques, SAS or other statistical tools
• Knowledge of risk management process and data management
• Excellent report writing and data analytical skills
• Strong communication, interpersonal and presentation skills
• Good team work player with high efficient working pace

(Candidate with less working experience will be considered for the position of Risk Manager)