Model Validation Assistant Manager/Manager/Senior Manager (Credit Risk)
Bank Of China (Hong Kong) Limited
Hong Kong, Hong Kong
source : eFinancialCareers

Responsibilities :

  • In accordance with regulatory requirements, carry out qualitative and quantitative validation of models (including frameworks) related to credit risk, counterparty credit 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 the management, internal and external auditors, the board, regulators and other related stakeholders
  • Establish and review policies and procedural guidelines regularly
  • Requirements :

  • 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 2-year proven tracking record of effectively performing model-related activities such as development, implementation, application or validation of varying credit risk models in financial institutions, consultancy or regulatory bodies.
  • A manager or senior manager role would be considered, if more experience is involved

  • Proficiency in technical tools such as SAS, VBA or Python. Sophisticated understanding of regulatory requirements in areas such as IRB, stress testing, IFRS9
  • 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
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