A Major Asian Bank is looking to fill a AVP/VP, Credit Risk Model Validation.
- Validation and maintenance of range of credit risk portfolio models, covering IRB, stress test and ECL models
- Maintenance of model validation tool and expected model performance standards
- Model scope is Group coverage, i.e. across wholesale and retail, and across geographies
- Good university degree with strong analytical, quantitative and computational skills
- Experience in developing and/or validating credit risk models
- Experience across geographies and different regulatory environments a plus
- A team player as well as able to work independently
- Excellent verbal and written communication and interpersonal skills.
- Strong in programming languages (e.g. SAS, SQL, Python)
WE REGRET THAT ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED.