Risk Manager, Model Validation & Governance - Risk Oversight

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.