Deputy Manager to Manager, Model Validation, RMD

Job Responsibilities

Validate new/existing credit risk models for both retail and non-retail portfolio from both qualitative and quantitative aspects according to regulatory requirements/accounting standards
Document the findings in model validation exercises with recommendations, and communicate the results with both senior management and other stakeholders
Liaise with internal auditors, external auditors, HKMA and other regulatory bodies
Maintain an effective model validation framework comprising model validation policies and procedural guidelines

Job Requirements

Postgraduate degree or above with major in statistics, Mathematics, risk management, quantitative finance, financial mathematics, management science or equivalent discipline
At least 4 years of working experience in credit risk analytics area from a commercial bank or a global consulting firm
Knowledge in VBA, SQL, R is a plus
Knowledge of both local and international regulatory requirements on model validation and capital accord
Knowledge of various quantitative methods, and are able to explain clearly to non-technical audiences
Strong written and oral communication for both technical and non-technical discussion in Chinese (including Putonghua) and English
Candidate with less experience may be considered for an Assistant Manager position.

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