Posted on 2022-12-02
Chiyu Banking Corporation Limited

Credit Risk Model Validation Manager

Chiyu Banking Corporation Limited

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.
  • Prepare reports and make recommendations to senior management or related stakeholders.
  • Review policies and procedural guidelines regularly

Requirements:

  • Bachelor degree holder or above in Data (or Business) Analytics, Engineering, Risk Management, Statistics/ Applied Mathematics, Quantitative Finance or equivalent discipline.
  • At least 3 years’working experience in data quality control, data report and monitoring, data quality management
  • Proficiency in data analysis tools such as SAS, Excel VBA, SQL
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage

We offer competitive packages and promising career opportunities to the right candidates. Please send your full resume with current salary, expected salary and the date of availability to The Human Resources Department, Chiyu Banking Corporation Ltd, 12/F, Chiyu Bank Building, No. 78 Des Voeux Road Central, Hong Kong or fax to 2986-3233 or by clicking Apply Now.

Information provided will be treated in strict confidence and only be used for recruitment purposes. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.

More job information
Salary
Benefits
  • 5-day week
  • Birthday leave
  • Competitive pay
  • Dental plan
  • Discretionary bonus
  • Education subsidies
  • Examination leave
  • Family medical plan
  • Housing allowance
  • Insurance plan
  • Meal allowance
  • Medical plan
Job Function
Location
  • Central
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 3 years - 8 years
Career Level
  • Middle management level
Education
  • Degree