Group Model Validation-Team Leader recruitment
Key Roles and Responsibilities
1. Review of model documentation
2. Review of model design against the objective of model
3. Conduct statistical tests and other analyses to assess models’ performance and fit for use
4. Assess model against regulatory requirements and internal standards
5. Interact with model developers, regulators and other stakeholders on validation issues
6. Write validation reports
7. Prepare materials for Model Assessment Committee meetings
8. Supervise and lead a team of 3 to 4 analysts performing the above roles.
Key Requirements
Bachelors or Masters in a quantitative discipline
At least 6 years experience in a quantitative analyst / development capacity, preferably in a risk management environment
Competent in SAS programming
Familiar with Basel II and local regulatory requirements
Strong written and verbal communication skills
Ability to work well in a team as well as with internal managers and external regulators
Ability to work under pressure and meet tight deadlines
Prior leadership roles preferred.
If you meet the above criteria and are currently seeking new challenges, please send your details soonest.