credit risk model validation manager in Singapore

posted
contact
chaileng lim, randstad
job type
permanent
salary
S$ 8,000 - S$ 12,000 per year

job details

posted
location
singapore
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
S$ 8,000 - S$ 12,000 per year
experience
8 years
reference number
91M0156631_1622205259
contact
chaileng lim, randstad
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job description

about the company
Our client is an establish foreign bank with strong regional footprints in Asia. With a full bank license to offer both retail and wholesale products and services, they are looking for an experienced credit risk model validation manager to join the team.


about the job

You will be responsible for

  • Development of risk management framework for evaluation of models including ongoing monitoring, validation and benchmarking
  • Support the model implementation base by setting up the rules and controls functions
  • Conduct regular model testing and validation as per MAS requirement
  • Review the result of testing and validations to ensure model accuracy and detect any model baises and inaccuracy
  • Conduct independent advisory on model analysis and benchmarking, including model limitation and improvement

about the manager/team
You will be working with a small team of risk managers to conduct independent models validations.

skills and experience required

  • Bachelor’s degree in business, mathematics and statistic
  • Min 8 years of credit risk development or model validations experience
  • Familiar with MAS regulations
  • Problem-solving and detailed oriented
  • Knowledge in analytics and python programming

To apply online please use the 'apply' function, alternatively you may contact Chai Leng at 65101460

(EA: 94C3609/ R1108371 )




skills

Analytics

qualification

Min Degree in Business

responsibilities

You will be responsible to establish policy and reframework for evaluation of models ,qualiy of model design , ongoing monitoring and validations.

educational requirements

Bachelor Degree