Credit Risk Model Validation, AVP-VP

Recruiter
Ambition Singapore, EA Licence No: 10C5117
Location
Singapore, SG
Salary
Competitive
Posted
18 Apr 2019
Closes
18 Apr 2019
Ref
1130432559
Job role
Accountant
Contract type
Permanent
Hours
Full time
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 arya.zhao@ambition.com.sg

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