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.
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 email@example.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.