Job Details

Title: Model Advisory Associate Director
Duration: 12-month contract
Salary: up to HKD 160,000 per month (depending on experience)
 
Role overview
 
The role delivers an effective model advisory & management capability in Corporate and Institutional Banking (CIB) and sits in the Model Advisory & Management team under Credit and Capital Management. You'll work with regional and global Business, Risk and Finance stakeholders across the model lifecycle to improve business and commercial efficiency, strengthen risk management and support effective regulatory compliance.
 
This is a hybrid role based in either London or Hong Kong.
 
Key Responsibilities
 

• Model Implementation: Support end-to-end implementation of Wholesale IRB (W-IRB) models into business processes, including change impact assessment and readiness activities.
• Model Outcome Optimisation: Identify and deliver improvements across model inputs, use of model outputs, systems and processes to enable commercial efficiency by performing fact-finding and deep dive reviews, including analysis of data to find gaps / exceptions.
• Model Training Programme: Embed W-IRB model knowledge into business users, including preparation of model user guides, factsheets and FAQs and delivering training to CIB Bankers, Business Credit Officer (BCO) and other users.
• Model Usage Review: Identify incorrect W-IRB model selection instances / practices, set the rules for correct model usage, participate in remediation activities, including control improvements.
• Credit Risk Policy Review: Review internal policies and practices relating to customer risk rating, identify areas of simplification and gaps and create proposals for change.
• AI Adoption: Ideate use cases and develop tools, capabilities and prompt libraries to embed AI into the team's activities to improve efficiency, speed and performance.
• Regulatory Landscape: Keep abreast of regulatory changes; assess impacts to CIB business, global/regional strategy, and business outcomes.
• Knowledge Assets: Create a repository and deliver teach-in sessions to expand the team's expertise on topics such as climate risk data & modelling and economic capital modelling.
• Model Advisory: Act as a technical and commercial subject matter expert, providing clear insights, guidance, and support on W-IRB model matters to a wide range of senior stakeholders across Business and Risk.