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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