Team Leader – Model Validation 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 that 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).
Selected candidate will be tasked with leading a team of 3 to 4 analysts
Selected candidates would be responsible for:
- Reviewing of model design against the objective of model, including model documentation
- Conducting statistical tests and other analysis to assess models performance and fit for use
- Assessing models against regulatory requirements and internal standards, including writing validation reports
- Interacting with model developers, regulators and other stakeholders on validation issues
- Preparation of materials for Model Assessment Committee meetings, and supervise and lead a team of analyst performing the above roles
To be shortlisted for this position, you would have:
- Bachelors or Masters Degree in a Quantitative discipline, with prior experience of managing a team
- At least 3 to 6 years experience in a Quantitative analyst / development capacity, preferably in a risk management environment
- Strong technical skills and competency in SAS programming, and familiar with Basel II and local regulatory requirements
- Strong written and verbal communication skills, with the ability to work well in a team as well as with internal managers and external regulators
- Experience and ability to work under pressure and meet tight deadlines
Interested applicants may please forward a recent copy of their resume in Microsoft Word format to pradeep@tychesearch.com, along with their contact details.
February 10, 2012
• Tags: Model Validation recruitment, Risk Management careers in the Singapore, Team Leader • Posted in: Financial