Manager Model Validation I Singapore recruitment
Job Description:
• Involved in IRB model validation work focusing on PD/LDG/EAD models and Corporate Banking Scorecards.
• Focus on the assessment of risk models and systems and regulatory requirements and include assessment and approval of all new model developments and/or changes to existing models and related risk data and infrastructure
• Supporting our direct interaction with regulators globally, focusing on Korea, China, HK, Singapore, Malaysia, Indonesia, Thailand, India, UAE and the UK.
Qualifications Skills:
• At least 3 years of working experience in building credit scoring and other credit risk models across a subset of Retail, SME or Wholesale products
• Intermediate (or Advanced) Statistical and data management software skills - SAS, SQL, Excel
• Exposure to the practical application of the Basel 2 regulatory framework, including PD, LGD, EAD models and capital estimates
• Strong focus on quality control and attention to detail
• Post graduate qualifications in statistics, econometrics, mathematics or a related quant field strongly preferred (MSc, PhD)
Interested candidates please send in your resume in word format to qrfsing@selbyjennings.com