Model Validation Entry-level Position Model Validation Entry-level Position …

Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Bank Of China (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Model Validation Entry-level Position
Responsibilities:
  • In accordance with regulatory requirements, carry out qualitative and quantitative validation of models (including frameworks) related to market risk, credit risk, etc., by assessing model logic, assumptions and technical approaches, evaluating model implementation and performance
  • Manage validation process including planning, executing project activities, monitoring milestones, controlling quality of deliverables, liaising with different internal or external parties, and defending fact-based validation results.
  • Conduct research to experiment with different analytic ideas using varying technical approaches; track regulatory direction by frequently sorting through the latest regulatory documentation and closely follow best industry practice.
  • Prepare reports and communicate to the management, internal and external auditors, the board, regulators and other related stakeholders.
  • Establish and review policies and procedural guidelines regularly.

Requirements:
  • Degree or above with major in Management Science (or Operations Research), Statistics, Finance, Computer Science, Economics, Engineering or equivalent analytic disciplines. An additional MBA is an advantage.
  • Sufficient analytic capacity and logic thinking.
  • Self-motivated, willing to learn, detail-minded and with passion for analytic excellence.
  • A team player with effective communication and interpersonal skills is a mandate.
  • Excellent in both written and spoken English and Chinese.


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