AVP, Credit Risk Model Validation
|Specialisation:||Banking & Financial Services|
|Salary:||S$70000.00 - S$100000.00 per annum|
A leading global bank is on the lookout for an AVP for the Credit Risk Retail Model Validation team. This team has been expanding their portfolio and there is an opportunity to expand to compliance model validation as well.
The role involves assessing statistical and quantitative models that cover, but not limited to the retail portfolio. The incumbent will contribute to the development and maintenance of a robust model risk measurement and reporting system. He/she will evaluate new and existing risk models including IFRS9, retail scorecards (PD/LGD,EAD) and IRB. There will be extensive interaction with various stakeholders across the risk teams (outside of retail portfolio) on model issues to achieve suitable resolutions. This is a global role, and hence the incumbent will be exposed to regulations outside of Singapore as well.
To qualify, individuals must possess the following:
- 5-7 years of experience in credit risk modelling/model validation/financial crime modelling
- Exposure to model performance monitoring or developing and automating
- Degree in quantitative subjects such as Statistics/Econometrics or related quant field
- Proficient in VBA, SAS
- Strong stakeholder management skills
- Effective communication skills
If you believe you fit the requirements for the role, please click APPLY NOW or call Sumukhi at 6854 5623 for a confidential discussion. Alternatively, please drop an email to Sumukhi.Ramnath@ambition.com.sg
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980