about the company
Our client is a well established global bank with strong corporate and institutional footprint globally.
about the job
You will play a strategic leadership role in ensuring
- Credit risk related model IRB, IFRS9 and Basel P2 model development for stress testing, as well as data for regulatory capital calculations. You are expected to keep abreast of regulation changes and business performance, continuously improve modelling methodology and upgrade of models
- Contribute to industries consultation papers and regulatory consultation
- Proactively keep good relationship with regional and global credit risk and business stakeholders. Ensure the model outputs are relevant and ECL estimates but also supporting underwriting risk appetite decisions
- Participate in relevant model implementation and its user acceptance test to ensure models are appropriately implemented and relevant downstream
- Identified and incorporate model related uncertainty risk including data, regulatory, business strategy, market, competitive landscape and ensure stakeholders buy-in the measures
- Ensure process meet the Bank's Model Risk Policy and Model Standards so that they can be approved by the delegated model approval committee. Provide timely and high-quality responses to regulatory queries and requests
about the manager/team
You will enjoy working with a diversified group of stakeholders including external regulators.
skills and experience required
- Bachelor Degree in Business /Finance
- Min 10 years of risk modelling experience and understanding of commercial and corporate banking business and risk
- Familiar with MAS, HongKong Monetary Authority, Bank of Thailand, Bank Negara regulations etc
- Problem solving skills is needed to mitigate and resolve risk issues
To apply online please use the quick apply function.
(EA: 94C3609/ R1106631)