Senior Credit Risk Model Validation Lead

Hong Kong Job Consulting; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Hong Kong Job Consulting in Hong Kong seeks a Credit Risk Model Validation Manager for a banking client. You will lead the validation of risk data aggregation and reporting to meet regulatory requirements, and coordinate with internal teams.

Responsibilities include qualitative and quantitative validation of PD/LGD/EAD models, reviewing policies, preparing reports, and presenting recommendations to senior management. Fluency in English and Chinese is preferred; Mandarin is a plus.

Qualifications

• Bachelor degree or higher in Data Analytics, Engineering, Risk Management, Statistics/Applied Mathematics, Quantitative Finance or equivalent.
• At least 3 years’ experience in data quality control, data reporting and monitoring.
• Proficiency in data analysis tools such as SAS, Excel VBA, SQL.
• Good command of written and spoken Chinese and English; Mandarin is a plus.

Responsibilities

• Execute validation of risk data aggregation and risk reporting against regulatory requirements.
• Conduct qualitative validation by examining itemized criteria for risk data aggregation and risk reporting.
• Conduct quantitative validation with standardized tools and templates.
• Assess whether personnel follow policies and procedures for risk data aggregation and reporting.
• Validate credit risk models (PD/LGD/EAD) and IFRS9 across retail and non-retail exposures as required.
• Manage validation projects, coordinating with different stakeholders in the bank.
• Prepare reports and make recommendations to senior management.

Skills

Data analysis

Attention to detail

Education

Bachelor's degree or higher in Data Analytics/Engineering/Risk Management/Statistics/Applied Mathematics/Quantitative Finance

Tools

SAS

Excel VBA

SQL

Job description

Hong Kong Job Consulting in Hong Kong seeks a Credit Risk Model Validation Manager for a banking client. You will lead the validation of risk data aggregation and reporting to meet regulatory requirements, and coordinate with internal teams.

Responsibilities include qualitative and quantitative validation of PD/LGD/EAD models, reviewing policies, preparing reports, and presenting recommendations to senior management. Fluency in English and Chinese is preferred; Mandarin is a plus.