Retail IRB Modelling Associate I SEA – Malaysia Based recruitment
Job Description:• Develop consumer models for Basel II regulatory compliance through Advanced Internal Ratings Based (AIRB) approach• Estimate risk parameters – Probability of Default(PD) , Exposure At Default(EAD) and Loss Given Default(LGD) for calculating risk-weighted assets and minimum capital requirements• Support business on all risk related reporting and queries; including assessment and approval of all new model developments and/or changes to existing models and related risk data and infrastructureQualifications Skills:• At least 2 years of working experience in building Read more […]
SVP/Director | Head of Market Risk | Asia Pacific | Singapore/Hong Kong/Malaysia based recruitment
The Role:Market Risk Management roleThe role involves interacting with BU heads of the businessLeading a team of Market Risk ManagersRole involves Market Risk ControlsRequirementsSenior Market Risk Manager in an investment bank10 – 15 years of experience in Risk Management, with a focus on Market RiskCandidates at the 7 year mark can be consideredGood MBA/educational backgroundPlease send all enquiries to qrfsing@selbyjennings.com Alternatively, you can call us at +65 6808 5600 for more information Read more […]