Job Description
Job Description
Job Duties:
- Validate as well as conduct review on the internal rating models and scorecards for various types of exposures developed by the Model Development Team
- Update regulatory requirements and compliance; and the best market practice on internal rating models.
- Assist in the design of the validation framework and methodology in compliance with the requirements of the regulators
- Compile independent validation reports for submission to the relevant committees for review and endorsement
Job 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