Job opening - Credit Risk Model Validation/ Risk Analytics, (AM-M) in Hong Kong | Randstad Hong Kong

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summary

hong kong
randstad hong kong
HK$30,000 - HK$35,000 per month
permanent
full-time

specialism
banking & financial services
sub specialism
compliance, risk & governance
reference number
91M0205950_7426574134931669227

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job details

about the company.

Our client is a well established bank with historical success in Hong Kong and mainland China, and looking for a competent Credit Risk Model Validation/ Risk Analytics specialist to join their risk assessment team.

about the job.
...

Validate risk data aggregation and risk reporting in accordance with regulatory standards, identify any compliance gaps, and prioritize a roadmap for the gap-closing activities.
To comply with the requirements for regulatory validation, carry out qualitative validation by reviewing the criteria for risk data aggregation and risk reporting.
Carry out quantitative validation with standardized templates and tools.
Examine whether responsible personnel complies with the procedures and polices established for risk data aggregation and risk reporting.
In accordance with regulatory requirements, carry out qualitative and quantitative validation of credit scorecards, PD/LGD/EAD models, or other credit risk models (such as portfolio risk stress testing, IFRS9) across retail and non-retail exposures.
Manage the validation process, which entails setting up and carrying out the project's activities as well as coordinating and communicating with other Bank stakeholders.
Prepare reports for high management or relevant stakeholders, and make recommendations.
Review policies and procedural guidelines regularly

skills & experiences required.

Bachelor degree holder or above in Data Analytics/ Business Analytics, Engineering, Risk Management, Statistics/ Applied Mathematics, Quantitative Finance or equivalent discipline.
At least 1-3 years of working experience in data quality control, data report and monitoring, data quality management
Proficiency in data analysis tools such as SAS, Excel VBA, SQL
Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage

To apply online, please click on the link. Alternatively, for commercial/ corporate/ transaction banking openings please contact Bowie Lau on + 852 2232 3484 or email: bowie.lau@randstad.com.hk.

show more

about the company.

Our client is a well established bank with historical success in Hong Kong and mainland China, and looking for a competent Credit Risk Model Validation/ Risk Analytics specialist to join their risk assessment team.

about the job.

Validate risk data aggregation and risk reporting in accordance with regulatory standards, identify any compliance gaps, and prioritize a roadmap for the gap-closing activities.
To comply with the requirements for regulatory validation, carry out qualitative validation by reviewing the criteria for risk data aggregation and risk reporting.
Carry out quantitative validation with standardized templates and tools.
Examine whether responsible personnel complies with the procedures and polices established for risk data aggregation and risk reporting.
In accordance with regulatory requirements, carry out qualitative and quantitative validation of credit scorecards, PD/LGD/EAD models, or other credit risk models (such as portfolio risk stress testing, IFRS9) across retail and non-retail exposures.
Manage the validation process, which entails setting up and carrying out the project's activities as well as coordinating and communicating with other Bank stakeholders.
Prepare reports for high management or relevant stakeholders, and make recommendations.
Review policies and procedural guidelines regularly

skills & experiences required. ...

Bachelor degree holder or above in Data Analytics/ Business Analytics, Engineering, Risk Management, Statistics/ Applied Mathematics, Quantitative Finance or equivalent discipline.
At least 1-3 years of working experience in data quality control, data report and monitoring, data quality management
Proficiency in data analysis tools such as SAS, Excel VBA, SQL
Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage

To apply online, please click on the link. Alternatively, for commercial/ corporate/ transaction banking openings please contact Bowie Lau on + 852 2232 3484 or email: bowie.lau@randstad.com.hk.

show more

experience
1 year
skills
credit risk model, model validation, risk stress testing, risk monitoring, risk analytics, IFRS9, PD, LGD, EAD model, SAS, Excel VBA, SQL, data analytics, engineering, statistics, quantitative finance
qualifications
credit risk model, model validation, risk stress testing, risk monitoring, risk analytics, IFRS9, PD, LGD, EAD model, SAS, Excel VBA, SQL, data analytics, engineering, statistics, quantitative finance
education
Bachelor Degree

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bowie lau

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