天津招聘

职位描述：
Head of Risk management （Model & Quantitative）

JOB DESCRIPTION:
The Model Validation China Lead, VP will be responsible of leading the China team to conduct model validation activities. Most notably regulatory and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements. These models are in areas including wholesale credit risk (e.g., probability of default, loss given default, exposure measurement, and loan loss reserving); market risk (e.g., daily value at risk pricing models, counterparty credit risk, Asset Liability Management risk, and terms structure models); and operational risk.
JOB QUALIFICATIONS:
Build a team in China to conduct model validation activities
Lead the China team to ensure model risks are correctly identified, assessed, and captured:
Assessing model theory and model assumptions as well as considering model methods and potential options.
Testing and confirming model results by using documented procedures for running the model(s).
Reviewing code documentation for proper model implementation, including the possible simulation of results.
Working with data validation members and information technology professionals to determine model data integrity.
Performing model validation processes and performing independent model validation of significant models.
Assessing the stability and robustness of models by conducting backtesting, sensitivity testing, and stress testing.
Making recommendations and suggesting improvements related to the applicability of the different models assessed in meeting their objectives.
Ensure compliance with the regulatory (SR11-7) and State Street quality requirements for model risk.
Deliver the validation findings via management presentations and regular reports.
Communicate with onsite validators, model developers and business to relay the issues and feedback and capture the action plans.
Ensure quality checks and controls including standardization of assessments and dissemination of feedback across team members.
Basic Qualifications:
Experience in independent model validation of risk/financial models in banking industry.
PhD in related disciplines or Master degree with extensive business knowledge and strong technical skills (e.g. Statistics, Econometrics, Mathematics, Computer Science or Engineering)
Minimum 8 years of experience in model development or independent model validation in risk management or risk management experience in banking/finance industry.
Strong knowledge of financial markets and products.
Strong communication skills (verbal and written in English).
Ability to communicate project plans/status in a clear, precise and timely manner.
Ability to execute on competing priorities in a timely manner.

Desired Qualifications:
Hands on experience in model development and/or model validation.
Ability to take initiative and meet deadlines.


How To Apply

Daisy Zhao Principle Consultant
E-mail:Daisy.zhao@and-hr.com
Contact: 18980888181 举报 分享

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