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AVP/VP Model Validation (Credit)

AVP/VP Model Validation (Credit)


Expansion plan for a regional bank, candidates from consulting firms are highly considered.

Job Scope:
  • 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.

Requirements:
  • 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