Head, Model Risk Management
Kuala Lumpur, Malaysia
Job Description
Description
Primary Objective:
- Supervision of the Model Validation Team
- Staff management
- Timeline and work scope planning
- Prepare and review final deliverables
- Administration of respective sections/ units
- Lead the engagement with BNM on modal validation related issues
Supervision
- Supervise and establish a robust Model Validation Framework
- Establish a model validation process within a larger model lifecycle process
- Mentor and develop staff
- Plan model validation worksteps
- Monitor and report project progress
- Review final reports
- Present final deliverables
- Administrative duties of respective sections (e.g. budget planning)
- Manage vendor contracts
- Establish good working relations and provide assurance of appropriate risk validation measures and updates for model validation framework.
Requirements:
Bachelor Degree - \xe2\x80\xa2 University degree or equivalent in the field of Statistics, Actuarial Science, Quantitative Finance or Accounting and Finance is an advantage..
Master\'s Degree - \xe2\x80\xa2 Advanced degree would be an added advantage..
- \xe2\x80\xa2 Certification in FRM, PRM or CFA would be an added advantage.
- Minimum of 6 years of credit experience in model development or model validation.
- Possess strong analytical and communication skills (both written and spoken).
- Good leadership / managerial / interpersonal skills, self motivated and results oriented.
- Programming skills in SAS would be an added advantage.
Benefits
Dental, Education support, Miscellaneous allowance, Medical, Loans, Sports (e.g. Gym), Parking, Vision, Regular hours, Mondays - Fridays, Casual Business Wear, Performance Based Rewards
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Job Detail
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Job IdJD979224
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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