CREDIT RISK MODEL VALIDATION (AVP) recruitment
AVP, Credit Risk Model Validation
This bank is seeking experienced model validation professionals to join its Singapore team.
This role provides valuable exposure at the head office level in assessing and validating credit risk models across various domains including retail, corporate banking as well as economic capital and stress testing.
Key responsibilities:
- Validation and implementation of credit risk models
- Independent review of all aspects of model development, stress testing and implementation
- Analyze testing results and provide recommendations and reports for presentation to senior committees
- Work with various stakeholders to address weaknesses identified
- Keep up to date with industry developments and regulatory requirements
- Act as subject matter expert providing advisory and guidance to the business including overseas subsidiaries
Key requirements:
- 3-5 years experience in credit risk model validation or model development
- Relevant experience as a user of credit risk models or within other credit risk functions such as credit reporting will be considered
- Degree in a related field such as Statistics/Actuarial Science/Econometrics
- Strong grasp of Basel will be an advantage
- FRM or CFA qualifications are a plus
- Proficiency in statistical and data management software including SAS, VBA, C++, MS Access
- Strong written/verbal communication skills with a flair for presentation
If you are interested in the above opportunity, please forward your cv in strict confidence to our Risk specialist, Yimin Lam at yimin.lam@robertwalters.com.sg quoting job reference no. 550000.