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 Read more […]
Model Validation- Credit Risk Models recruitment
Opportuntity to join a Credit Risk model validation team as a sr. member. Role requires at least 7 years of experience in Credit Risk at a financial firm, preferably a large investment bank. Responsible for the development and evaluation of the company’s models (prepayment, default, loan scoring, security valuation review). Also responsible for interacting with customers and leading the projects as they relate to credit risk. Ideal candidate has a strong quantitative and technical background and has solid hands-on programming skills. Expertise in statistical analysis- SAS experience required. Read more […]