Enterprise Risk Management Specialist

3 weeks ago


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

SUPER Corporate Consultancy Group is seeking a highly skilled Enterprise Risk Management Specialist to join our team. In this role, you will be responsible for validating and reviewing internal rating models and scorecards for various types of exposures developed by our Model Development Team.

Key Responsibilities:
  • Validate and conduct reviews on internal rating models and scorecards to ensure compliance with regulatory requirements and best market practices.
  • Update regulatory requirements and compliance; and the best market practice on internal rating models.
  • Assist in designing the validation framework and methodology in compliance with regulator's requirements.
  • Compile independent validation reports for submission to relevant committees for review and endorsement.

Requirements:

  • University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, or related disciplines; with related professional qualification.
  • Over 3 years' relevant and practical experience in the banking industry or financial institutions.
  • Good understanding of regulatory requirements and bank policies related to risk.
  • Solid experience in risk model validation and development.
  • Good knowledge of quantitative analysis techniques, SAS, or other statistical tools.
  • Good report writing and data analytical skills.


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