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Senior Unit Manager, Risk Management & Model Validation - 01 post. Full-time Job

6 months ago Commercial Bank Phnom Penh   291 views
Job Details

Senior Unit Manager, Risk Management & Model Validation - 01 post.

Posted: 18/05/2022 , Closing Date: 30/05/2022Job Description

The main purpose of the “Senior Unit Manager, Risk Management & Model Validation” position is to be responsible for Risk Model Validation and Monitoring”. In addition, this position is also responsible for Enterprise Risk Management.

Location

Location: Head Office, Phnom Penh

Duties and Responsibilities

  • Establish, maintain, and update the model risk governance policy and risk model development document.
  • Lead the effort to perform independent validations on statistical models mainly risk models.
  • Thoroughly and comprehensively complete procedures of material model components including: Assess and test the conceptual soundness; evaluate model assumptions, data integrity for accuracy and reasonability, test model numerical, statistical, computational accuracy, perform outcomes analysis including but not limited to back-testing, scenario testing, sensitivity testing, review model governance and control process, Assess the suitability and implementation of vendor models (built by external consultants/vendors), build benchmark or challenge models when necessary, using the best-practice approach in the appropriate areas.
  • Write and present in-depth model validation reports, provide value-added recommendations to model owners, developers.
  • Assess and test model performance, maintenance, i.e. correct implementation, limiting behaving, response to stress/extreme input condition-stress testing.
  • Interprets model validation test results, establish and assess the required action plans with model owners, developers.
  • Perform Model monitoring and report the monitoring result with the recommendation.
  • Perform other task as assigned by management.

Skills Specifications

  • Bachelor’s Degree in Mathematics, Computer Science, Economics, Statistics Finance and banking, or Accounting.
  • Highly acquainted with computer systems and programs such as RStudio, MS Word, Advance MS Excel, MS PowerPoint, and core banking system is advantage.
  • Work experience in different areas of bank and financial institution at least 5 years, including 3+ years’ experience of risk management especially in credit risk management.
  • Experience in building risk model and validate risk model, Expert in R Studio (R programming).
  • Proven ability to translate operational, strategic challenges into data driven analysis enabling optimized decision making.
  • Strong leadership aptitude and ability to engage others in developing risk management capabilities.
  • Excellent communication and relationship skills.
  • Strong quantitative, analytical, and problem-solving skills, experience in Enterprise Risk Management.
  • Excellent command of Khmer and English.

How to Apply

Interest Candidates, please click HERE:

Company Description
Hattha Bank Plc. is a leading bank in Cambodia, licensed by National Bank of Cambodia. Having been operating for more than 25 years with MDI status in the market, with its rapidly success, Hattha Bank has transformed its status from MDI to commercial bank in 2020, and continue providing diversified financial services to individual and SME businesses; and jump into retail consumer financial market and corporate customer in urbanities through its 177 branches and 129 ATMs (24/7) nationwide. As December 2019, HKL deposit balance stood at USD 599 million with 259,720 depositors, while credit portfolio accounted for USD 1,051 million with 168,889 borrowers.
Hattha Bank is a subsidiary of Bank of Ayudhya (Krungsri), the fifth largest commercial bank in Thailand, and a member of MUFG Bank, the Japan’s largest banking group, and one of the largest and most diversified financial groups in the world.