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The successful applicant will support on governance of risk management models ranging from Basel Internal Rating Based Approach (IRB) credit risk models, traded risk models, IFRS9 models and stress testing models. The Role Responsibilities
To support on governance of risk management models ranging from IRB credit risk models, traded risk models, IFRS9 models and stress testing models
To maintain a good understanding of the requirements of key external stakeholders (including HK Banking (Capital) Rules of Banking Ordinance and HKMA Supervisory Policy Manual CA-G-4) in respect of risk management models management and ensure these are well understood internally and reflected in internal policies and procedures
To support on establishing and maintaining adequate and appropriate model risk policy to control and oversight requirements for effectively managing model risk
To support on oversight bank-wise risk management models related projects
To support on IRB credit risk models related reporting, such as Pillar III disclosures
Our Ideal Candidate
Qualitative, statistical modelling skills; experienced in analytical tools (e.g. SAS)
Degree holder in Mathematics / Statistics
Knowledgeable of the related regulations and the implications of the issues relating to regulatory compliance and financial reporting, and how these issues translate into requirements for management information
communicate and engage stakeholders with excellent skills (influencing as well as directing)
establish and maintain good business relationship with the local regulator
guide and assist team members in their development by sharing knowledge, skills and experience lead and deliver under tight time constraint
To us, good performance is about much more than turning a profit. It's about showing how you embody our core values and mantra - here for good. And if you perform well consistently, we'll give you the rewards you deserve. Are you looking for a career that can expand your horizons? We have one..