Deputy Manager to Manager, Model Validation, RMD
Industrial and Commercial Bank of China (Asia) Limited Hong Kong
Deputy Manager to Manager, Model Validation, RMD
Job Responsibilities
Job Requirements
- Validate new/existing credit risk models for both retail and non-retail portfolio from both qualitative and quantitative aspects according to regulatory requirements/accounting standards
- Document the findings in model validation exercises with recommendations, and communicate the results with both senior management and other stakeholders
- Liaise with internal auditors, external auditors, HKMA and other regulatory bodies
- Maintain an effective model validation framework comprising model validation policies and procedural guidelines
Job Requirements
- Postgraduate degree or above with major in statistics, Mathematics, risk management, quantitative finance, financial mathematics, management science or equivalent discipline
- At least 4 years of working experience in credit risk analytics area from a commercial bank or a global consulting firm
- Knowledge in VBA, SQL, R is a plus
- Knowledge of both local and international regulatory requirements on model validation and capital accord
- Knowledge of various quantitative methods, and are able to explain clearly to non-technical audiences
- Strong written and oral communication for both technical and non-technical discussion in Chinese (including Putonghua) and English
- Candidate with less experience may be considered for an Assistant Manager position.
Job ID 587258810
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
