Climate Risk Senior Manager
Location Hong KongFULL_TIME
Consultant Christy Zhang
Date posted 12 August 2022hong-kong banking-financial-services/risk-credit-mkt-operational 2022-09-26 2022-10-11 banking Hong Kong HK Robert Walters https://www.robertwalters.com.hk https://www.robertwalters.com.hk/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
We are hiring for a well-established bank in their credit risk model validation team.
- Providing model users, senior management, audit & regulators (across 1LOD, 2LOD, 3LOD) with confidence that the models and tools developed, maintained and used are compliant with internal and regulatory expectations and fit for the intended purpose
- Liaising with 1LOD and other model stakeholders as appropriate to ensure model reviews and model findings are adequately resolved
- Maintaining sufficient rigor, challenge and consistency of model reviews, assuring quality through quality assurance reviews focusing on quality, presentation and consistency
- Communicating across technical quantitative, business and strategic levels to ensure that stakeholders understand the implications of the firm’s model choices
- Ensuring that the models and methodologies are assessed against methodological frameworks underpinning the group’s risk measurement and management initiatives
- Ensuring through independent assessment and validation that the models operate within regulatory boundaries
- Ensuring enterprise wide risk model review policies and standards are communicated, understood and embedded by stakeholders
- knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models, etc
- Comprehensive knowledge of statistical model and scorecard development techniques
- Detailed knowledge of Risk models, performance metrics and risks and associated issues
- Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA
- Experience of developing and reviewing models throughout the customer lifecycle
- Experience of presenting recommendations to Senior Management
- Experience of conducting independent model reviews
- Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner
-Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering
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