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Officer to Senior Manager, Model Validation, RMD

Posting Date:  Apr 3, 2021
Location: 

Hong Kong, HK

Employment Status:  Permanent
Department:  Risk Management Department
Job Description: 
Job Responsibilities
  • Perform independent validation of different models by quantitative techniques and statistical methodologies to test accuracy of model estimates
  • Verify the logic and conceptual soundness of models and risk-rating systems
  • Prepare validation reports for submission to risk committees for review and endorsement
  • Assist in the revision and update of relevant policies and procedures
  • Support other ad-hoc projects
Job Requirements
  • University graduate with major in statistics, quantitative analysis, mathematics, risk management or related disciplines
  • Knowledge in VBA, SQL, R is a plus
  • Proficient in SAS programming
  • Strong analytical and problem-solving skills
  • Strong written and oral communication for both technical and non-technical discussion in Chinese (including Putonghua) and English