Risk Manager, Model Validation team

6 months ago


Hong Kong, Hong Kong SAR China The Bank of East Asia Full time
Responsibilities
Assist in the design of the validation framework and methodology in compliance with the requirements from the regulators 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 Compile independent validation report for submission to the relevant committees for review and endorsement Keep abreast of the regulatory requirements and market best practice on internal rating models and ensure compliance thereof
Requirements
University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification Minimum of 5 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 credit 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.


  • hong kong, Hong Kong SAR China SUPER Corporate Consultancy Group Full time

    Validate as well as conduct review on the internal rating models and scorecards for various types of exposures developed by the Model Development Team Update regulatory requirements and compliance; and the best market practice on internal rating models. Assist in the design of the validation framework and methodology in compliance with the requirements of...

  • Risk Manager

    3 months ago


    Hong Kong, Hong Kong SAR China Bank Of China (Hong Kong) Limited Full time

    Responsibilities: Conduct model validation, for one or more than one type of models, in accordance with various regulatory requirements and mandates from the Board and Senior management, including valuation models of financial market products, risk models for market risk, interest rate risk, and liquidity management, models for stress testing, and etc. ...


  • Hong Kong, Central and Western District, Hong Kong SAR China SUPER Corporate Consultancy Group Full time

    About SUPER Corporate Consultancy Group:SUPER Corporate Consultancy Group is a leading financial services firm that offers innovative solutions to its clients. We are currently seeking an experienced Senior Risk Model Validation Specialist to join our team.Job Description:The Senior Risk Model Validation Specialist will be responsible for validating and...


  • Hong Kong, Hong Kong SAR China Bank Of China (Hong Kong) Limited Full time

    Responsibilities Conduct model validation for one or more than one type of models, in accordance with various regulatory requirements and internal mandates from the Board and Senior management, including valuation models of financial market products, risk models for market risk, interest rate risk, and liquidity management, models for stress testing, and...


  • Hong Kong, Central and Western District, Hong Kong SAR China HSBC Full time

    Global Risk Management ExpertWe are seeking a highly skilled Senior Manager to lead our Independent Model Review team. As part of the Global Risk function, you will play a critical role in validating and ensuring the integrity of HSBC's insurance, pensions risk, asset management, and wealth models.


  • Hong Kong, Hong Kong SAR China Gravitas Recruitment Group Full time

    My client is seeking an analytic candidate with 1-3 years of experience for a Model Validation Assistant Manager position, driven by business expansion. Candidates with a background in Machine Learning or AI are highly encouraged to apply! What You Will Be Offered: The opportunity to join a reputable bank with a strong presence in Asia. Exposure to various...


  • Hong Kong, Central and Western District, Hong Kong SAR China Gravitas Recruitment Group Full time

    Key Responsibilities:Validate AI/ Machine Learning/ Risk Models for APAC regions Collaborate with stakeholders to implement model risk policy Prepare reports and communicate with internal and external stakeholders for model validation guidance Review model policy guidance for validation Requirements:Proficient in Bloomberg and strong programming skills in...


  • Hong Kong, Central and Western District, Hong Kong SAR China HSBC Full time

    Job DescriptionWe are currently seeking a high calibre professional to join our team as a Senior Manager, Independent Model Review.About the RoleIndependent Model Validation is a specialist quantitative role within the Model Risk Management team responsible for carrying out independent validations of HSBC's model landscape, in order to identify and...


  • Hong Kong, Hong Kong SAR China HSBC Full time

    Some careers have more impact than others. If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further. Global...


  • Hong Kong, Hong Kong SAR China Gravitas Recruitment Group Full time

    Responsibilities: Conduct model validation on AI/ Machine Learning/ Risk Model (APAC model) Assist the implementation of model risk policy Communicate with internal and external stakeholders for model implementation and prepare reports for validation guidance Review model policy guidance for model validation Requirement: Proficient in Bloomberg and sound...


  • Hong Kong, Central and Western District, Hong Kong SAR China The Edge Partnership Full time

    Risk Modeling and Analysis ExpertiseDrive the enhancement of risk methodologies and conduct quantitative analyses to model and evaluate financial risk exposures linked to exchange-traded derivatives in a regulated environment.Develop and sustain financial risk models that facilitate the assessment and ongoing management of market, credit, collateral, and...


  • Hong Kong, Hong Kong SAR China HSBC Full time

    Job description Some careers open more doors than others. We are currently seeking a high calibre professional to join our team as a Senior Manager, Independent Model Review. Independent Model Validation is a specialist quantitative role within the Model Risk Management team responsible for carrying out independent validations of HSBC’s model...


  • Hong Kong, Central and Western District, Hong Kong SAR China HSBC Full time

    Senior Manager, Independent Model ReviewHSBC is seeking a highly skilled and experienced Senior Manager to lead our Independent Model Review team. As a key member of our Global Risk function, you will be responsible for ensuring the accuracy and reliability of our insurance and pensions risk models.Key Responsibilities:Lead model validation and support the...


  • Hong Kong, Central and Western District, Hong Kong SAR China Bank Of China (Hong Kong) Limited Full time

    Job DescriptionAs a Risk Management Specialist at Bank Of China (Hong Kong) Limited, you will be responsible for conducting model validation, identifying model-related issues, and managing the validation process. You will work closely with senior management, internal and external parties, and stakeholders to ensure effective risk management and...


  • Hong Kong, Hong Kong SAR China HSBC Full time

    Job description Some careers grow faster than others. If you’re looking for a career that will give you plenty of opportunities to develop, join HSBC and your future will be rich with potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that...


  • Hong Kong, Central and Western District, Hong Kong SAR China Gravitas Recruitment Group Full time

    Model Validation Assistant ManagerGravitas Recruitment Group is seeking an experienced Model Validation Assistant Manager to join our team. As a key member of our risk management team, you will be responsible for validating various models, including financial product valuation, market risk, interest rate risk, and liquidity management, in accordance with...


  • Hong Kong, Central and Western District, Hong Kong SAR China Bank Of China (Hong Kong) Limited Full time

    Job DescriptionAs a key member of our team, you will play a crucial role in ensuring the accuracy and reliability of our financial models. Your primary responsibility will be to conduct thorough validation of our pricing models, ensuring they comply with regulatory requirements and internal mandates.Key Responsibilities:Validate pricing models for market...


  • Hong Kong, Central and Western District, Hong Kong SAR China Fortune&Future Hong Kong Limited Full time

    Job Title: Credit Risk Expert/Manager (Modeling)Job Summary:We are seeking a highly skilled Credit Risk Expert/Manager (Modeling) to join our team at Fortune&Future Hong Kong Limited. The successful candidate will be responsible for massive data processing, modeling, and analysis reports, as well as realizing risk modeling through researching customer basic...

  • Risk Manager

    6 months ago


    Hong Kong, Hong Kong SAR China The Bank of East Asia Full time

    Responsibilities Review and improve IRB models, including PD/LGD/EAD models, related to corporate, retail and bank exposures Prepare regular MIS reports for monitoring the performance of IRB models Coordinate data quality check and rectification with relevant parties to ensure accurate model results Participate in system enhancement and testing related...


  • Hong Kong, Central and Western District, Hong Kong SAR China Fubon Bank Full time

    Main ResponsibilitiesSenior Manager, Credit Risk Management, Fubon CreditSenior Manager, Credit Risk Management, Fubon CreditKey Responsibilities:Develop and implement an effective credit risk management framework for Fubon CreditLead the risk analytics and credit policy function to support business growth in a risk-reward approachManage and oversee the...