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Job Title Basel Validation
Reference Code PF-0079/2019
Job Summary
Our client is a bank, and is looking for a Senior Manager to join its Basel Validation Team as Senior Manager. - Model Validation, Senior Manager - 8 years relevant experience - Good knowledge of quantitative analysis techniques
Job Description
Responsibilities: - To assist in the design of the validation framework and methodology in compliance with the requirements from the regulators - To independently validate internal rating models for various types of exposures developed by Model Development team and conduct review on stress testing - To independently perform review and validation on the risk data aggregation capabilities and risk reporting practice of the Bank Group to ensure full compliance with the principles stated in Basel 239 and the group risk management policies. - To compile independent validation report for submission to the relevant committees for review and endorsement - To keep abreast of the regulatory requirements and market best practice on internal rating models and ensure compliance thereof
Job Requirment
Requirements: - University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management, with related professional qualification M - Minimum of 8 years’ relevant and practical experience in banking industry or financial institution - Good understanding of regulatory requirements/ bank policies related to risk management - Solid experience on risk model validation and development -Good knowledge of quantitative analysis techniques, SAS or other statistical tools - Knowledge of risk management process and data management - Proficient in English, and good communications skills.
Application Detail
Interested parties, please send your CV (in MS Word format) with availability, current & expected salary and contact phone number to [email protected] with a copy to [email protected] *All personal information collected will be treated in strict confidence and used for recruitment purpose only.
Post Date (YYYY/MM/DD) 2019/02/11
Remark
 
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