Credit Risk Model Validation, AVP-VP
|Specialisation:||Banking & Financial Services|
An international bank is looking for a Credit Risk Model Validator with min 5 years of experience.
In this role, you will be working in a senior team with an emphasis on the use of Machine Learning toold. You need to have strong programming skills (VBA/SAS is a must) to perform the credit risk model validation for both retail and coporate business.
The successful candidate must have the following:
- Min 5 years of experience in risk modelling/validation
- Familiar with Basel2 IRB credit risk models and IFRS 9 Expected Credit Loss
- Proficiency in VBA/SAS and experience in data analytics
- Strong communication skills to build strong working relationship
If you believe you fit the requirements for the role, please click APPLY NOW or send CV directly to firstname.lastname@example.org