Espace Recruteurs

AVP, Model Development, Risk Management Group

DBS Bank (Hong Kong) Limited
Hong Kong
Mise en ligne il y a 26 jours CDI Competitive
See job description for details
Business Function

Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.

Responsibilities
  • Maintaining high standards of work and technical excellence, including the research and analysis of latest practices, interpretation of regulator guidelines, and interpretation of credit risk model policies and practices
  • Lead and participate in model development for non-retail portfolios (including PD, LGD, EAD, application, behavior and collection models), ensuring model efficacy and compliance with internal policies and external regulatory requirements. Provide methodological "thought leadership"
  • Actively participate and oversee the development projects from an end-to-end perspective including facilitating the model approval process and overseeing successful model implementation and performance monitoring
  • Partner with Model Validation team to ensure timely and accurate validation of all models
  • Proactively engage various model stakeholders, such as credit and business, and senior management for model acceptance, approval and maintenance
  • Mentor and coach junior staff members to enhance risk analytical capability
  • Ensure execution excellence by having a keen eye on details and by closely monitoring the project progress
  • Materially contribute to the proper adherence to and improvement of model development & monitoring standard
  • Proactively engage the model stakeholders in an effective manner for the purpose of model development and maintenance
Requirements
  • Bachelor's degree or above in Statistics, Finance, and Economics is preferred
  • At least 5 years of experience in supporting analytics in the development / monitoring / implementation of risk models including scorecards and/or Basel 2 models retail and non-retail portfolios. Experience in risk models for corporate and private banking portfolio also will be an added advantage
  • Experience of end to end use of models from risk management through to capital calculation is advantageous
  • Experience in credit risk management is advantageous.
  • Understanding of statistical / econometric / modelling theory and technical application in credit risk
  • Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements
  • Good knowledge on credit and business products.
  • Good Communication and writing skills
  • A Good Team Player
  • Working knowledge of SAS and Excel is essential. Knowledge in R and Python will be an added advantage
Apply Now

We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.

We regret only shortlisted candidates will be notified.

Référence  WD40128
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