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Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.
The Model Risk and Model Implementation team is part of Group Portfolio Analytics. The person is to be a part of a dynamic, highly-skilled team responsible for the model risk management activities of internal credit risk models, including the entire suite of Basel-compliant rating models across all asset classes and used by all core markets of the Bank.
Principal responsibilities are:
Conduct regular model performance monitoring of internal credit risk models Produce, maintain, and enhance interactive dashboard of model performance monitoring results Perform ad hoc analysis and BAU tasks related model risk management, including running the RWA computation for retail AIRB models Support in strengthening Model Risk management of internal credit risk models, including enhancing the model governance framework
University graduate and/or post-graduate with major in Finance / Econometrics / Mathematics / Statistics or related quantitative disciplines Minimum 5-7years of relevant experience in financial institutions relating credit risk models Proven experience in data management and dashboard development related to credit risk Strong quantitative and problem-solving skills Proven knowledge in Credit Risk Models (familiarity with IRBA models a plus) Good credit analysis skills Well-versed in programming languages such as: Python, SAS, SQL, Qlikview, Tableau Good interpersonal and communication skills Strong team player Able to work effectively and independently in a dynamic business environment and under pressure
Apply Now We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.