Avp/vp, Credit Risk Model Validation - Singapore - PER, Private Equity Recruitment

PER, Private Equity Recruitment
PER, Private Equity Recruitment
Verified Company
Singapore

4 days ago

Wei Jie

Posted by:

Wei Jie

beBee Recruiter
Description

  • Non disclosed
Singapore

Posted 2 hours ago Permanent Compensation will commensurate with experience

  • A Major Asian Bank is looking to fill a AVP/VP, Credit Risk Model Validation

Responsibilities:


  • Validation and maintenance of range of credit risk portfolio models, covering IRB, stress test and ECL models
  • Maintenance of model validation tool and expected model performance standards
  • Model scope is Group coverage, i.e. across wholesale and retail, and across geographies

Qualifications:


  • Good university degree with strong analytical, quantitative and computational skills
  • Experience in developing and/or validating credit risk models
  • Experience across geographies and different regulatory environments a plus
  • A team player as well as able to work independently
  • Excellent verbal and written communication and interpersonal skills.
  • Strong in programming languages (e.g. SAS, SQL, Python)
WE REGRET THAT ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED.

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