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 toolsRequirement:A recognized Degree in Finance, Statistics, Mathematics, Actuarial Science or its equivalent.Sound understanding of financial banking products and processes.Sound understanding Read more […]
May 22, 2012
• Tags: Enterprise Risk Management recruitment, Quantitative Model Validation, Risk Management careers in the Malaysia • Posted in: Financial • Comments Off on Quantitative Model Validation – Enterprise Risk Management recruitment