Job Responsibilities:

• Execute validation of risk data aggregation and risk reporting against the regulatory requirements, identify any compliance gap, and prioritize a roadmap for the gap-closing activities
• Conduct qualitative validation by examining itemized criteria for risk data aggregation and risk reporting to comply with the regulatory validation requirements
• Conduct quantitative validation with standardized tools and templates.
• Assess whether responsible personnel follows the policies and procedures established for risk data aggregation and risk reporting
• Execute qualitative and quantitative validation of credit scorecards, PD/LGD/EAD models, or other credit risk models (e.g. portfolio risk stress testing, IFRS9) across retail and non-retail exposures in accordance with regulatory requirements
• Manage validation process including planning and executing project activities, coordinating, and liaising with different parties in the Bank

Requirements:

• Bachelor degree or above in Data (or Business) Analytics, Engineering, Risk Management, Statistics/ Applied Mathematics, Quantitative Finance or equivalent discipline
• Minimum 7 years’ working experience in the validation of credit risk models, data quality control and data quality management
• Proficiency in data analysis tools such as SAS, Excel VBA, SQL
• Good command of written and spoken English and Chinese (Cantonese & Mandarin)