- Validate risk data aggregation and risk reporting in accordance with regulatory standards, identify any compliance gaps, and prioritize a roadmap for the gap-closing activities.
- To comply with the requirements for regulatory validation, carry out qualitative validation by reviewing the criteria for risk data aggregation and risk reporting.
- Carry out quantitative validation with standardized templates and tools.
- Examine whether responsible personnel complies with the procedures and polices established for risk data aggregation and risk reporting.
- In accordance with regulatory requirements, carry out qualitative and quantitative validation of credit scorecards, PD/LGD/EAD models, or other credit risk models (such as portfolio risk stress testing, IFRS9) across retail and non-retail exposures.
- Manage the validation process, which entails setting up and carrying out the project's activities as well as coordinating and communicating with other Bank stakeholders.
- Prepare reports for high management or relevant stakeholders, and make recommendations.
- Review policies and procedural guidelines regularly
skills & experiences required.
- Bachelor degree holder or above in Data Analytics/ Business Analytics, Engineering, Risk Management, Statistics/ Applied Mathematics, Quantitative Finance or equivalent discipline.
- At least 1-3 years of working experience in data quality control, data report and monitoring, data quality management
- Proficiency in data analysis tools such as SAS, Excel VBA, SQL
- Good command of written and spoken Chinese and English.
Fluent Mandarin will be an advantage