Independent Cr. Risk Model Validation Professional
China Construction Bank
Hong Kong
5天前

Main Responsibilities :

  • Be responsible for the independent validation of new and existing credit risk models, including Internal Rating-Based (IRB), Stress Testing, HKFRS 9 Provision and Business-As-Usual (BAU) Scorecard models
  • Prepare model validation report and presentation, covering model finding and mitigation recommendation, for senior executive audience
  • Assist in the regular review and enhancement of the credit risk model validation policy and manual
  • Provide support for the validation of models covering other risk types, including but not limited to Market Risk, Liquidity Risk, Operational Risk, Marketing models
  • Assist the bank-wise model risk governance framework implementation
  • Work closely with regulators and internal stakeholders towards the resolution of model issues to ensure compliance of regulatory requirements
  • Provide support to internal and external audit
  • Obtain a high-level understanding on the different modelling requirements from various regulatory bodies, such as CBIRC and HKMA DisplayQualifications("- Bachelor degree in Statistics, Finance, Economics, Risk Management or other related disciplines
  • Advanced degree / FRM / CFA qualification is an advantage
  • Minimum 3 years relevant experience in credit risk analytics or related risk management field
  • Strong programming skill (SAS / VBA) is an advantage
  • Strong communication and writing skills in Chinese and English, excellent command of Mandarin is an advantage Requirements : - Bachelor degree in Statistics, Finance, Economics, Risk Management or other related disciplines
  • Advanced degree / FRM / CFA qualification is an advantage
  • Minimum 3 years relevant experience in credit risk analytics or related risk management field
  • Strong programming skill (SAS / VBA) is an advantage
  • Strong communication and writing skills in Chinese and English, excellent command of Mandarin is an advantage
  • Applicants who are not contacted within 8 weeks may consider their applications unsuccessful and their personal data will be retained by the bank for a period up to two years.

    All information provided by applicants will be used for recruitment purposes only and will be used strictly in accordance with the bank’s personal data policies, a copy of which will be provided upon request.

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