banner
Job ref no.: CT3116057-01#1363
Bank of China (Hong Kong) Limited

Assistant Model Validation Manager

Bank of China (Hong Kong) Limited

Benefits
  • 5-day week
  • Birthday leave
  • Compassionate leave
  • Competitive pay
  • Dental plan
  • Discretionary bonus
  • Education subsidies
  • Extra maternity leave
  • Extra paternity leave
  • Family medical plan
  • Housing allowance
  • Insurance plan
  • Marriage leave
  • Medical plan
  • … + 8 more

Responsibilities:

  • Execute validation of risk data aggregation and risk reporting against the BCBS239 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 BCBS239 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 across retail and non-retail exposures in accordance with regulatory requirements.
  • Assist in validation process including planning and executing project activities, coordinating, and liaising with different parties in the Bank.
  • Assist supervisor in reports preparation and make recommendations.


Requirements:

  • Bachelor degree or above with major in Computer Science, Statistics, Management Science, Operations Management, Economics, Engineering or relevant discipline
  • 1-2 years’ working experience in data quality control, data report and monitoring, data quality management or similar data analytics area in financial institutions, business sectors, consultancy or regulatory bodies
  • Proficiency in data analysis tools such as SAS, R or VBA
  • Basic knowledge in model development and (or) model validation
  • Self-motivated, willing to learn, detail-minded and with passion for analytics excellence
  • Effective communication and interpersonal skills, and sufficient project management skills
  • Excellent in both written and spoken English and Chinese
  • Fresh graduates are also welcome 

We offer competitive remuneration package and comprehensive fringe benefits including medical and life insurance, and different types of allowances to the right candidates. Interested parties, please email your application to bochk_talent_acquisition07@bochk.com. For details, please visit our website “http://www.bochk.com"

Data collected would be used for recruitment purposes only. Applicants who do not hear from us within 8 weeks may consider their application unsuccessful and their data will be destroyed within 24 months of receipt.

More job information
Job ref no. CT3116057-01#1363
Salary
  • N/A
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 1 year - 2 years
Career Level
  • Non-management level
Education
  • Degree