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 Key Responsibilities: Supervision Supervise and establish a robust Model Validation Framework Establish a model validation process within a larger model lifecycle process Staff Management Mentor and develop staff Timeline and Workscope Planning Plan model validation worksteps Monitor and report project progress Prepare and Review Deliverables Review final reports Present final deliverables Administration of respective Sections Administrative duties of respective sections (e.g. budget planning) Manage vendor contracts BNM / Other Regulatory Bodies Establish good working relations and provide assurance of appropriate risk validation measures and updates for model validation framework. Requirements Requirements: Bachelor Degree - . University degree or equivalent in the field of Statistics, Actuarial Science, Quantitative Finance or Accounting and Finance is an advantage.. Master\'s Degree - . Advanced degree would be an added advantage.. - . 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. Strong statistical modeling skills. 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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