- Support and manage data collection, review, system implementation, control governance for Group's IRB Definition of Default (DoD) Repair exercise, coordinate expert feedback(s) from various Wholesale Risk or Business teams
- Support and manage coordination with unit teams of entities to Regional/Group Wholesale Credit Risk Analytics team if required; Customer Groups, Product Groups, Group Risk, Regulatory Reporting and regulator on the review, analysis, development and implementation for Global Basel 3 Reform program from Wholesale Credit Risk Analytics perspective
- Support implementation of the new PD/LGD/EAD model platform (wREN), migration of existing model-related components of Regional or Global models to the new regulatory capital reporting platform, and responsible to assess/explain the impact on the calculations for regulatory reporting from Wholesale Credit Risk Analytics perspective
- Handle and response any ad-hoc query from regulator and/or auditors e.g. Wholesale credit model related regulatory returns, quantitative or qualitative consultation exercise.
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Senior Project Manager- Top Tier Bank
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Location:
Hong Kong
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Sector:
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Job type:
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Salary:
Negotiable
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Contact:
Sonal Nayyar
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Contact email:
Sonal.Nayyar@oliverjames.com
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Job ref:
JOB-012022-158514_1641860914
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Published:
over 2 years ago
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Expiry date:
2022-02-10