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Credit Risk Models Validation - Manger

  • Location: Hong Kong
  • Salary: Negotiable per annum
  • Job Type:Permanent

Posted 30 days ago

  • Sector: Accounting & Finance
  • Contact: Martin Lo
  • Start Date: ASAP
  • Expiry Date: 29 September 2022
  • Job Ref: JN -082022-473262

Our client is a Hong Kong based bank looking for Risk Model Validation Specialist to establish risk models development and validation strategies, perform risk models validation and develop strategic risk management processes and capability for improving the Bank's risk management.

Key Responsibilities

  • Coordinate ICAAP and Stress Test for Risk Management Department ("RMD") with relevant departments of the Bank
  • Coordinate with Finance on capital planning activities
  • Oversee model design and development, validation, implementation as well as controls and monitoring
  • Identify, assess, mitigate and communicate model risk across all functions of the Bank
  • Liaise with external consultants for risk models development and validation matters
  • Prepare risk management reports for the Management as well as the Board of the Bank with respect to risk models related matters
  • Assist the CRO for managing all internal control activities of RMD (including but not limited to External Audit, Internal Audit and Regulators Examination exercises)


  • University degree preferably in Finance, Accounting, Statistics, Risk Management or related disciplines;
  • 3-8 years of experience in risk management field, Candidate with less experience will be considered as Senior Officer;
  • Practical experience and knowledge in credit risk modelling and/or stress testing modelling and analysis;
  • Proficiency in technical tools such as SAS, VBA or Python
  • Experience in working for major banks; and
  • A good team player with sound interpersonal and communication skills, good command of English language and proficiency in Mandarin.

Argyll Scott Asia is acting as an Employment Agency in relation to this vacancy.