AVP/VP, Credit Risk Model Validation

Responsibilities:

• 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

Qualifications:

• 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.