Job summary

Responsibilities:

  • Execute validation of risk data aggregation and risk reporting against the regulatory requirements, identify any compliance gap, and prioritise a road map for the gap-closing activities.
  • Conduct qualitative validation by examining itemised criteria for risk data aggregation and risk reporting to comply with the regulatory validation requirements.
  • Conduct quantitative validation with standardised tools and templates.
  • Assess ...

Responsibilities:

  • Execute validation of risk data aggregation and risk reporting against the regulatory requirements, identify any compliance gap, and prioritise a road map for the gap-closing activities.
  • Conduct qualitative validation by examining itemised criteria for risk data aggregation and risk reporting to comply with the regulatory validation requirements.
  • Conduct quantitative validation with standardised tools and templates.
  • Assess whether responsible personnel follows the policies and procedures established for risk data aggregation and risk reporting.
  • Execute qualitative and quantitative validation of credit scorecards, PD/LGD/EAD models, or other credit risk models (e.g. portfolio risk stress testing, IFRS9) across retail and non-retail exposures in accordance with regulatory requirements
  • Manage validation process including planning and executing project activities, coordinating, and liaising with different parties in the Bank.
  • Prepare reports and make recommendations to senior management or related stakeholders.
  • Review policies and procedural guidelines regularly


Requirements:

  • Bachelor degree holder or above in Data (or Business) Analytics, Engineering, Risk Management, Statistics/ Applied Mathematics, Quantitative Finance or equivalent discipline.
  • At least 3 years'working experience in data quality control, data report and monitoring, data quality management
  • Proficiency in data analysis tools such as SAS, Excel VBA, SQL
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage


Interested parties please click Apply Now to submit your CV to us. For any enquiries and immediate response, please feel free to send you CV or contact Ankie Yu at A.yu@gravitasgroup.com or by phone +852 3896 2572 / +852 6761 6062.

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Job Description