Senior Manager Group Model Validation
Kuala Lumpur, Malaysia
Job Description
Job details
Posted 20 April 2023
SalaryRM25000.00 - RM30000.00 per month
LocationKuala Lumpur
Job type Permanent
DisciplineBanking & Financial Services
Reference261342_1681973516
Our client, MNC bank is looking for Credit Risk / Market Risk talents to join their regional team.
Jobscope:
- Subject-matter-expert in relation to the credit risk model development and validation and IRRBB modelling.
- Strong knowledge on credit risk portfolio management, stress testing and IRRBB & liquidity models.
- Perform an independent validation of new and existing models that are used in risk management, capital calculation, IRRBB and stress testing etc.
- Manage and complete the model validation from end to end, meeting the planned timelines and required standards.
- Regular review of model validation framework and standards (in relation to industry best practice and regulatory requirements).
- Recommend improvements in the models.
- Extensive experience (at least 7 years) in credit risk model development or validation across wholesale and retail business segments and hands-on experience in some IRRBB or liquidity models.
- Extensive experience in project management.
- Solid programming skill including SAS, R or Python with hands on experience in IRB or relevant credit risk modelling.
To apply, please click "APPLY NOW" or email Rebekah at Rebekah.Kok@ambition.com.my quoting reference number #261342 - Senior Manager, Group Model Validation. 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 IdJD938953
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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