Support the Model Risk Officer in enhancing the Bank&aposs model risk policy
Assist the Model Risk Officer in the regular review of all Bank models and conduction of model risk assessment of new products and processes
Participate in developing models for the Risk Management team
Employ effective challenge and propose research-backed solutions to model owners and developers, to further optimize model performance. Conduct independent model validation when needed.
Assist the Model Risk Officer in the maintenance of the Bank&aposs model inventory
Evaluate and analyze post-implementation model performance monitoring reports to ensure continuous satisfactory performance.
Assist the model risk officer in preparing relevant reports regarding the Bank&aposs model risk exposure, and models&apos compliance with relevant policies and regulations.
Requirements
Bachelor&aposs Degree / 4-Year Course Graduate of Statistics, Mathematics, Data Science or other related discipline
Proficient in data analytics and programming languages (e.g. R, Python, SQL, JavaScript)
Knowledge in quantitative analysis and machine learning techniques is a plus
Strong analytical, problem-solving, and critical thinking skills
Above average written and verbal communication skills
Comfortable working in a fast-paced, high-intensity work environment
