Group Model Validation Team Leader recruitment
As a global function, the Group Model Validation conducts governance assessment and backtesting of Basel risk models of consumer products across the Bank’s emerging market footprints. The Group Model Validation team primarily provide assurance to management of Basel II AIRB models are fit for use. Basel II AIRB models include Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). As a Team Leader, you will be leading a team of 4 analysts.Primary responsibilties would include: reviewing of model documentation, review of model design against the objective of model, Read more […]
Group Model Validation-Team Leader recruitment
Key Roles and Responsibilities1. Review of model documentation2. Review of model design against the objective of model3. Conduct statistical tests and other analyses to assess models’ performance and fit for use4. Assess model against regulatory requirements and internal standards5. Interact with model developers, regulators and other stakeholders on validation issues6. Write validation reports7. Prepare materials for Model Assessment Committee meetings8. Supervise and lead a team of 3 to 4 analysts performing the above roles.Key RequirementsBachelors or Masters in a quantitative Read more […]