Senior Global Risk Analytics Manager

Location
Hong Kong
Salary
Full benefits
Posted
27 Jun 2017
Closes
13 Jul 2017
Ref
1962242
Hours
Full time
Experience level
Manager

Key Responsibilities:

  • Develop and validate wholesale IFRS9 models according to the bank's global methodology
  • Provide analytic support in IFRS9 dress rehearsal, parallel run and business as usual runs
  • Engage with businesses, risk and finance teams to ensure models and methodologies are understood
  • Explain models and methodologies to independent model review, auditor and regulator
  • Resolve high and medium risk issues identified in independent model review, internal and external audit and regulatory review reports
  • Contribute to the development of global methodologies and standards by providing feedback to proposals and recommending new approaches
  • Implement any automation and offshore process to enhance team efficiency

Key Skills:

  • Degree holder in Finance, Mathematics, Risk Management, Statistics or a related field
  • Extensive experience in banking industry, including experience in Risk and in a business line, preferably corporate
  • Prefer to have experience in Basel 2 and Basel 3 and HKMA regulatory capital rules
  • Have a good understanding of IFRS9 requirements
  • Proven writing and analytical skills
  • Hands on experience in S+, SAS or any programming language
  • Able to work in a dynamic and multinational culture and cope with high pressure
  • Be a confident communicator with excellent soft people skills and management skills
  • Ability to build effective relationships and liaise effectively with key business areas and management at all levels of the organisation

Company Overview:

This is a leading financial institution with a strong global presence.

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