Model Validation Manager/Senior Manager Model Validation Manager/Senior Manager …

Bank Of China (Hong Kong) Limited
in Hong Kong
Festanstellung, Vollzeit
Letzte Bewerbung, 29 Okt 20
Competitive
Bank Of China (Hong Kong) Limited
in Hong Kong
Festanstellung, Vollzeit
Letzte Bewerbung, 29 Okt 20
Competitive
Model Validation Manager/Senior Manager
Responsibilities:
  • In accordance with regulatory requirements, carry out qualitative and quantitative validation of models (including frameworks) related to market risk, interest rate risk, liquidity risk, credit risk, financial crime 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 senior management, internal and external auditors, the board, regulators and other related stakeholders
  • Establish and review policies and procedural guidelines regularly
Requirements:
  • Minimum Bachelor 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 4-year proven tracking record of effectively performing model-related activities such as development, implementation, application or validation of varying models, preferably in areas such as market risk, interest rate risk, liquidity risk, credit risk, etc. in financial institutions, business sectors, consultancy or regulatory bodies
  • Proficiency in technical tools such as SAS, R or VBA
  • Good understanding of regulatory requirements in areas such as IRB, IFRS9, IRRBB, FRTB, or BCBS239 will be a plus
  • Sophisticated analytic capability 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
  • Proficient in both written and spoken English and Chinese
#LI

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