24 June 2021
We are looking for a Risk Analyst who can leverage analytics skills to Support strategic objectives of group in embedding portfolio analytics into risk management standards and practices within the banking industry.
- Degree in Banking, Commerce or Information Technology;
- Experience in IFRS9 model development and IFRS9 model validation;
- Experience in Stress testing model development and IRB model development;
- Experience working on Python coding;
- Strong communicator with presentation and advisory skills;
- Effective interpersonal / communication skills to interact with people at all levels.
- Participate in retail and wealth management IFRS9 and stress testing models development;
- Embedding portfolio analytics into risk management standards and practices;
- Liaising with Model Validation team to ensure timely and accurate validation of all models;
- Proactively engage various stakeholders, explain and defend methodology, approaches and assumptions;
- Ensure execution excellence by having an eye on details and by closely monitoring the project progress;
- Materially contribute to the proper adherence to and improvement of model development & monitoring standard;
- Support stress test execution (RWA) of Pillar 1 Credit Stress Test, IWST, SDST, ICAAP and other regulatory stress tests as required by MAS and HKMA;
- Support stress test execution (ECLs) for Group ICAAP and HK ICAAP;
- Conduct in depth analysis / deep dives of stress test results to identify and explain trends;
- Propose improvements to IFRS 9 and stress test methodologies and processes;
- Defining user-requirements and conducting UAT.