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This position involves researching the Basel regulatory requirements, building and implementing the risk and capital measurement models, and also requires for implementing the Basel regulatory requirements in the daily risk management process. The responsibilities and requirements of this position are as follows.
Responsible for implementing the latest Basel regulatory requirements in the daily risk management process.
Responsible for researching, building and implementing the market risk and credit risk and other relevant risk and capital measurement models.
Responsible for researching, building and implementing the measurement models of Expected Loss, Unexpected Loss, Economic Capital, Risk Weighted Asset, etc. at company level.
Responsible for implementing the Basel regulatory requirements in overseas subsidiaries, including communicating the building and application of Internal Models with HK authorities.
Familiar with Basel New Capital Accord regulatory requirements, risk models of market risk and credit risk, and the capital measurement, monitoring and control methods.
Skills and Abilities
Experiences in implementing projects based on Basel Accord of commercial banks in consulting firms in financial risk management area, including researching the market risk and credit risk models and capital measurement models will be an advantage.
Experiences in implementing projects based on HK or overseas Basel regulatory requirements will be an advantage.
Excellent analytical and problem solving abilities.
Excellent communication skills (verbal and written), and strong management and coordination abilities.
Master degree or above, majored in Finance/ Math/ Economics/ Statistics or equivalent;
Qualified member of CFA/FRM is an added advantage.
The preceding job description has been designed to indicate the general nature and level of the work performed by employees within this classification. It is not designed to contain or be interpreted as the comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.