Senior Risk Manager (Independent Validation Section) (Job ID : 3287)
To assist in the design of the validation framework and methodology in compliance with the requirements from the regulators
To independently validate internal rating models and HKFRS 9 ECL models for various types of exposures developed by Model Development team and conduct review on stress testing
To independently perform review and validation on the risk data aggregation capabilities and risk reporting practice of the Bank Group to ensure full compliance with the principles stated in Basel 239 and the group risk management policies.
To compile independent validation report for submission to the relevant committees for review and endorsement
To keep abreast of the regulatory requirements and market best practice on internal rating models and ensure compliance thereof
University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification
Minimum of 8 years’ relevant and practical experience in banking industry or financial institution
Good understanding of regulatory requirements / bank policies related to risk management
Solid experience on risk model validation and development
Good knowledge of quantitative analysis techniques, SAS or other statistical tools
Knowledge of risk management process and data management
Excellent report writing and data analytical skills
Strong communication, interpersonal and presentation skills
Mature, able to work independently under pressure and cooperate well with teammates
Candidate with less working experience will be considered for the position of Risk Manager)
Please apply online via the BEA Careers website at https : / / careers.hkbea.com / psp / hcmprd / EMPLOYEE / HRMS / c / HRS HRAM.
HRS APP SCHJOB.GBL?Page HRS APP JBPST&Action UFOCUS Applicant&SiteId 1&JobOpeningId 3287&PostingSeq 1 or by clicking the "Apply Now" button below.
Kindly note that if you are a new user, you have to first create your User Profile before you can apply.
Applicants who are not invited for interviews within six weeks may consider their applications unsuccessful and the personal data collected will be destroyed after six months.