Chiyu Banking Corporation Limited has been registered as a licensed bank since 1947. Rooted in Hong Kong, we strive to provide one-stop cross-border banking and financial services to customers in Hong Kong, mainland and overseas Chinese. Riding on the edge of the Hong Kong and Fujian business and our...

Chiyu Banking Corporation Limited has been registered as a licensed bank since 1947. Rooted in Hong Kong, we strive to provide one-stop cross-border banking and financial services to customers in Hong Kong, mainland and overseas Chinese. Riding on the edge of the Hong Kong and Fujian business and our cross-border platform, we will continuously maintain its core values of “Sincerity, Flexibility, Tailor-made Service and Professionalism” and provide premium services to our customers to help growing their wealth, and to create values and deliver returns to our stakeholders and staff.

We believe that employees are valuable asset of the company. We offer stimulating careers that will further your personal growth. Come join us for the following position.

Credit Risk Model Validation Manager

Job level Middle
Work exp Minimum 3 Years
Education Bachelor Degree
Language Chinese - Cantonese, Chinese - Mandarin, English
Location
Central
Employment type Full Time
Benefits 5-day week, Education subsidies, Insurance plan, Medical plan, Performance bonus
Industry Banking
Job function Banking / Finance > Credit
Banking / Finance > Risk Management
Published On 31/03/2020

Responsibilities:

  • Execute validation of risk data aggregation and risk reporting against the regulatory requirements, identify any compliance gap, and prioritize a roadmap for the gap-closing activities.
  • Conduct qualitative validation by examining itemized criteria for risk data aggregation and risk reporting to comply with the regulatory validation requirements.
  • Conduct quantitative validation with standardized 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

We offer competitive packages and promising career opportunities to the right candidates. Please send your full resume with expected salary and the date of availability to The Human Resources Department, Chiyu Banking Corporation Ltd, 12/F, Chiyu Bank Building, 78 Des Voeux Road, Central, Hong Kong, or fax to 2843-0133.

Information provided will be treated in strict confidence and only be used for recruitment purposes. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.