Model Validation Manager
Malaysia, Malaysia
Job Description
Malaysia
Job details Posted 17 October 2022 SalaryNegotiable LocationKuala Lumpur Job type Discipline Reference260856_1665975360
Consultant
Associate Consultant, Banking & Financial Services
Featured
Model Validation Manager
Job description
- One of the largest banks in Malaysia
- Attractive remuneration
- Excellent career progression
- To review the adequacy and effectiveness of rating system processes, the oversight structure and control procedures to ensure the applicability and proper application of the quantitative methods in practice.
- To review model developmental evidence, outcome analysis and back-testing using the data gained during practical operations of the model while comparison or benchmark data can be included as a supplement (Quantitative Validation).
- To independently validate prior to implementation and adoption of the new / re-calibrated models for quality assurance.
- Supervise and perform tracking, monitoring and reporting progress on Outstanding Issues by relevant parties such as risk modeling, credit risk, business units, etc. pertaining to all validated models.
Requirements:
- Minimum 4 years of experience in Risk Modelling / Model Validation / Model Development.
- Preferably with experiences in risk management.
- Good analytical skills and statistical modeling skills.
- Programming skills in SAS.
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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Model Validation Manager
Kuala Lumpur Posted about 24 hours ago
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JTK Number: JTKSM 995
Company Registration Number: 201301019088 (1048918-T)
Malaysia
Ambition Group Malaysia, BO1-B-10, Boutique Offices 1 Menara 2, 3, Jalan Bangsar, KL Eco City
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Job Detail
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Job IdJD855402
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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 LocationMalaysia, Malaysia
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EducationNot mentioned