We are assisting a well established local banking group to invite high calibre candidates to fill the above position.
To be a member of Independent Validation Section of the Risk Management Division
To assist in the design of the validation framework and methodology in compliance with the requirements from the regulators
To independently validate internal rating models for various types of exposures developed by Model Development team and conduct review on stress testing
To independently perform review and validation on the risk data aggregation capabilities and risk reporting practice of the Bank Group to ensure full compliance with the principles stated in Basel 239 and the group risk management policies.
To compile independent validation report for submission to the relevant committees for review and endorsement
To keep abreast of the regulatory requirements and market best practice on internal rating models and ensure compliance thereof
University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification
Minimum of 8 years’ relevant and practical experience in banking industry or financial institution
Good understanding of regulatory requirements/ bank policies related to risk management
Solid experience on risk model validation and development
Good knowledge of quantitative analysis techniques, SAS or other statistical tools
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.
Remark : Candidate with less working experience will be considered for the position of Risk Manager.
Interested parties please send your FULL RESUME (in MS Word format) with availability, current and expected salary to Sherry Lio (click here) or you can call us at (852) 2520-0284 for more information.