锦鲤求职岗位描述
岗位职责
Manager/Senior Manager, Model Risk Management – Risk Management
1. Lead the design, rollout and continuous improvement of the Branch’s model risk management framework in order to comply with HKMA rules. Draft and update model governance policies, and enforce segregation of duties between model development and independent model validation.
2. Manage end‑to‑end independent validation for stress‑testing models. Establish the model inventory and model risk rating system, conduct ongoing performance and effectiveness assessment. Perform independent validation for stress‑testing programmes and corresponding models.
3. Responsible for model risk for regulatory liaison. Monitor newly issued HKMA regulations and complete validation and approval procedures.
4. Serve as a critical risk control gatekeeper in the new product approval workflow. Verify risk measurement models for new products prior to launch and guarantee stable operation. Assess model risk exposures introduced by new trading systems and risk infrastructure rollouts.
5. Prepare dedicated model risk reports for senior management. Drive remediation of identified model risk issues, and advance risk data governance and automated risk reporting initiatives.
1. 牵头搭建、落地并持续优化分行模型风险管理框架，全面合规满足香港金管局监管要求。制定并维护模型治理政策，严格落实模型开发与模型独立验证的职责分离机制。
2. 统筹压力测试模型全生命周期及独立验证工作，包括建立和维护模型清单与模型风险评级体系、持续评估模型表现及有效性、针对压力测试计划及压力测试模型开展独立验证等。
3. 对接监管机构, 持续跟踪金管局监管新规例，按监管要求完成验证与审批流程。
4. 在新产品审批流程中承担关键风控把关职责，确保新产品风险计量模型在上线前全部完成验证并可稳定运行。评估全新交易系统、风控基础设施上线带来的模型风险影响。
5. 撰寫及向高管层汇报模型风险专项报告，推动及解决模型风险问题、风险数据治理及风险报告自动化工作。
任职资格
1. Bachelor’s degree or above in Finance, Mathematics, Statistics or other relevant majors.
2. Minimum 5 years of working experience in model risk management, quantitative analysis or risk management within banking institutions or consulting firms.
3. Proficient in pricing and risk measurement methodologies for bonds, interest rate and FX derivatives; CFA/FRM holders are preferred.
4. Competent in tools including Python and SQL; hands‑on experience in AI implementation is a plus.
5. Proficient in both written and spoken English and Chinese (Cantonese & Mandarin).
1. 大学本科或以上学历, 主修金融、数学、统计或相关专业。
2. 具有银行或咨询机构5年及以上模型风险管理、量化分析、风险管理相关经验。
3. 熟悉债券、利率、汇率衍生品定价与风险计量方法，CFA\FRM持证者优先。
4. 熟练掌握Python、SQL等工具，具备AI落地实施经验优先。
5. 良好中英文语言及书写能力。