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Assistant Vice President, Model Deployment, Risk Management Division

Salary undisclosed

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Responsibilities :

  • Coordinate and support all deployment activities related to the implementation of Business Credit Models
  • Conduct data gap analysis and coordinate agreed derivation rules and test cases
  • Develop detailed deployment project plan and ensure that all projects are delivered on time
  • Lead and review User Requirement Document and User Acceptance Test (UAT)
  • Verify output in the deployment systems using SAS / Python / Macro programming and ensure consistency with the development
  • Create and maintain comprehensive project documentation
  • Prepare material and dataset required by independent model validator and close system deployment findings
  • Ensure all projects are in compliance with systems requirements, policies and guidelines of the Bank

Requirements :

  • A recognised Degree in Computer Science, Information Systems or other related discipline with at least 7 years of related working experience in model implementation projects
  • Experience in SAS / Python / Macro programming language
  • Good working knowledge of Loan Origination and Review System as well as guidelines on Basel II Advanced Internal Rating-Based Approach
  • Ability to work well both independently and collaboratively as a member of the team
  • Possess strong interpersonal, problem solving and time management skills
  • Good writing skills