Model Validation Manager Model Validation Manager …

Standard Chartered Bank Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 26 Aug 19
Competitive
Standard Chartered Bank Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 26 Aug 19
Competitive
Posted by:
Posted by:
Recruiter
Required to work on validation of IFRS 9 models covering all aspects of model life cycle. The candidate should have strong quantitative analysis skills and will contribute to the department's assessment of statistical models and quantitative rules that enable the bank
  • Perform an independent validation of new and existing models that are used in IFRS 9 ECL calculations, credit risk management, capital calculation, stress testing etc.

  • Quantitative assessment of model performance via data evaluation and statistical testing

  • Documentation of validation findings and communication of results to senior management and presentation to relevant committees

  • Coordination with internal stakeholders on model issue achieving suitable resolutions

  • Assist Head of Model Validation in addressing concerns or questions relating to the models

The ideal candidate would be:

  • Has a university degree in statistics, banking, finance, econometrics, mathematics or related field
  • Has good understanding and experience in credit risk modelling and/or stress testing analysis
  • Proficient in statistical and data analysis using data management softwre, SAS, R, Matlab and Excel
  • Good communication and project management skills
  • Has banking data and IT infrasctructure background

If interested with the role, please send your most updated CV to pearl.miranda@resourcesolutions.com

Looking forward to receive your profile and to speak with you soon!

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