Expansion plan for a regional bank, candidates from consulting firms are highly considered.
- Perform validation on credit risk models in line with industry best practice.
- Employ statistical modelling methodologies in performing validation and produce outcomes to be analysed from statistical as well as business perspective.
- In-depth understanding of the model risk management function
- Update best practice modelling techniques in the field of risk model design, development, and validation.
- Maintain a detailed and comprehensive record of each validation project.
- At least 5 or 8 years working experience in a quantitative role.
- At least a Master or PhD in Statistics, Mathematics, Economics, or other quantitative discipline
- Familiar with Basel credit risk models, Application and Behaviour scorecards.
- Candidates with IFRS 9 is advantageous.
EA Licence No. 16S7973
EA Reg No. R1105334