Credit Model Validator
Kuala Lumpur, Malaysia
Job Description
Job details
Posted 20 April 2023
SalaryRM8000.00 - RM10000.00 per month
LocationKuala Lumpur
Job type Permanent
DisciplineBanking & Financial Services
Reference261436_1681973558
Jobscope:
- Conduct quality model validations through quantitative and qualitative analyses of new and existing corporate, institutional, and commercial IFRS9 and IRB models, including other risk models.
- Proactively conduct research related to modelling methodology and provide subject matter expertise.
- Manage and support stakeholder engagements in effectively communicating validation findings and in suggesting possible solutions.
- Strong technical and quantitative skills with academic background in Finance, Accounting, Engineering, Mathematics, Statistics or Econometrics
- Intermediate to advance level of SAS, including R and/or Python programming skills
- Solid experience in financial, economic and/or credit modelling with experience in corporate and institutional PD, LGD and EAD model validation or development; knowledge and experience in economic capital and loan impairments modelling are a plus
To apply, please click "APPLY NOW" or email Rebekah at Rebekah.Kok@ambition.com.my quoting reference number #261436 - Credit Model Validator. Data provided is for recruitment purposes only. *LI-IT
Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.
JTK Number: JTKSM 995 | Company Registration Number: 201301019088 (1048918-T)
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Job Detail
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Job IdJD938403
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationKuala Lumpur, Malaysia
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EducationNot mentioned