Bank of China (Hong Kong)

- Completed the regular validation for the retail IRB models. Conducted the quantitative tests and quantitatively review the model performance report. Draft the validation reports for the submission to the management decision.- Participated in the regular monitoring for the stress test, including P1ST, P2ST and SDST.- Coordinated with multi-parties to identify the compliance gap between the banks RDA&RR process and the requirement of BCBS239, and continuously followed up the remedial action status of relevant parties.- Provided supports to other departments to complete the ad-hoc tasks.