Responsibilities:

• Establish and enhance model governance framework and related policies and procedures
• Evaluate conceptual soundness of internally or externally built risk models covering market risk, credit risk, climate risk, ICAAP and other stress testing, etc.
• Validate model assumptions, methodologies and associate parameters on recurring basis
• Conduct outcome analysis to determine accuracy and effectiveness of risk models
• Provide related records and documentations for internal and external reviews
• Participate in risk related projects and provide support to CRO office.
• Perform other ad hoc projects or assignments

Requirements:

• University degree in Statistics, Mathematics, Risk Management, Quantitative Finance or related disciplines
• Professional qualification in CFA, CPA, FRM and certification of ECF-CRM is preferred
• At least 8 years’ experience in risk model development/ validation, stress testing, and ICAAP/capital adequacy assessment in banking or consulting firms
• Proficiency in statistical software such as SAS, R, and Python is essential.
• Good understanding of banking risk management, and regulatory requirements for risk related reporting
• Strong in data and statistical analysis, able to work independently
• Good command of spoken and written English and Chinese including Putonghua

We offer competitive remuneration package and promising career opportunities to the successful candidates. Interested parties, please send full resume with current & expected salary and the date of availability to The HR Division, G.P.O. Box 2535, HK , or by clicking Apply Now. Please quote reference on your application. Information provided will be treated in strict confidence and only be used for recruitment purposes. Personal data of unsuccessful applications will be destroyed 24 months after the completion of the recruitment and selection exercise.