Senior Risk Manager

1 week ago


Hong Kong, Central and Western District, Hong Kong SAR China The Bank of East Asia Full time
Position Overview
As a key member of the Model Validation team, you will play a critical role in ensuring compliance with regulatory standards and enhancing the integrity of our internal rating models.

Key Responsibilities
  • Contribute to the formulation of the validation framework and methodologies that align with regulatory mandates.
  • Conduct independent assessments of internal rating models and HKFRS 9 ECL models across diverse exposure categories developed by the Model Development team, including a thorough review of stress testing procedures.
  • Prepare comprehensive validation reports for submission to relevant committees, ensuring clarity and thoroughness for review and endorsement.
  • Stay informed about evolving regulatory standards and industry best practices regarding internal rating models to ensure ongoing compliance.

Qualifications
  • Bachelor's degree in Statistics, Quantitative Analysis, Computer Science, Risk Management, or a related field, complemented by relevant professional certifications.
  • A minimum of 5 years of pertinent experience within the banking sector or financial institutions.
  • Strong grasp of regulatory frameworks and bank policies pertinent to risk management.
  • Demonstrated expertise in credit risk model validation and development.
  • Proficient in quantitative analysis methodologies, with experience in SAS or similar statistical software.
  • Familiarity with risk management processes and data governance.
  • Exceptional skills in report writing and data analysis.
  • Excellent communication, interpersonal, and presentation abilities.
  • Ability to work autonomously under pressure while fostering collaboration with team members.


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