Model validation, Group Risk – AVP recruitment
With a strategic focus and significant growth momentum in the region, this bank is a major player in the Asia Pacific markets, providing a full range of banking services to a diverse network of clients across consumer and corporate banking.
This is a critical role at group level, and entails an exciting opportunity cutting across all areas of risk.
Responsibilities
- The incumbent will hold a key role in the independent review and validation of models across credit, market, asset liability management, operational risk and valuations.
- You will assess these models from both quantitative and qualitative aspects, providing expert recommendations while providing advisory to group risk and regional subsidiaries.
- You will also take responsibility for keeping up to date with regulatory requirements and developments in your field.
Requirements
- 3-5 years experience in a model development, validation or quantitative role within financial services
- PhD or at least a Masters in quantitative finance, statistics, engineering or a related field
- Strong skills in VBA and SAS etc are a plus, as are CFA / FRM / PRM qualifications
- A business orientation and an eye for quality
- Excellent written and verbal communication skills
If you would like to apply for this role, please email your resume to our Risk Specialist Yimin Lam at
yimin.lam@robertwalters.com.sg quoting Job Reference No. 486330.