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In accordance with regulatory requirements, carry on qualitative and quantitative validation of models (including frameworks) related to market risk, interest rate risk liquidity risk, credit risk, financial crime risk, etc. by assessing model logic, assumptions and technical approaches, evaluating model implementation and performance
Manage validation process including planning, executing project activities, monitoring milestones, controlling quality of deliverables, liaising with different internal or external parties, and defending fact-based validation results
Conduct research to experiment with different analytic ideas using varying technical approaches; track regulatory direction by frequently sorting through the latest regulatory documentation and closely follow best industry practice
Prepare reports and communicate to senior management, internal and external auditors, the board, regulators and other related stakeholders
Establish and review policies and procedural guidelines regularly
The senior manager need perform as a team leader and individual contribution as well
Minimum Master Degree or above with major in Management Science (or Operations Research), Statistics, Finance, Computer Science, Economics, Engineering or equivalent analytic disciplines. An additional MBA is an advantage
At least a 6-year proven tracking record of effectively performing model-related activities such as development, implementation, application or validation of varying risk models in market risk and liquidity risk (including at least 2 years of credit risk models-related experience preferred) in financial institutions, business sectors, consultancy or regulatory bodies. A manager role can be considered, if less experience is involved
Minimum 3 years of project management and people management experience demonstrating sufficient project management skills, communication skills and leadership skills for the senior role
Proficiency in technical tools such as SAS, R or VBA
Good understanding of regulatory requirements in areas such as IRB, IFRS9, IRRBB or BCBS239 will be preferred
Sophisticated analytic capacity and business thinking
Self-motivated, willing to learn, detail-minded and with passion for analytic excellence;
A team player with effective communication and interpersonal skills is a mandate
Excellent in both written and spoken English and Chinese
Internal Number: 5424242
About Bank Of China (Hong Kong) Limited
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