Quantitative Model Validation – Enterprise Risk Management recruitment
Responsibilities:
- Assess the effectiveness and robustness of the Bank’s internal models taking into account the model build method, data used, the model theory and workings and validation of the model including backtesting.
- Assess the risk modeling processes surrounding the use of the rating tools.
- Assess the organisational governance and policy frameworks for the development, ongoing monitoring and use of the rating tools
Requirement:
- A recognized Degree in Finance, Statistics, Mathematics, Actuarial Science or its equivalent.
- Sound understanding of financial banking products and processes.
- Sound understanding of risk measurement model, e.g. Value at Risk (VaR) and statistical analysis such as t-test, F-test, p-value, regression analysis, etc.
- Good communication as well as verbal and written presentation skills.
- Good analytical skills.
- Good command of English.
- At least 3 years of experiences on credit risk management or model development or model validation would be an advantage
Interested parties, please send your resume to cindy@bgc-group.com
Your interest will be treated with the strictest of confidence
May 22, 2012
• Tags: Enterprise Risk Management recruitment, Quantitative Model Validation, Risk Management careers in the Malaysia • Posted in: Financial