Senior Analyst, Group Model Validation, CIC Models (9 months contract) Senior Analyst, Group Model Validation, CIC Models  …

LMA Recruitment
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 06 juil. 20
Competitive
LMA Recruitment
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 06 juil. 20
Competitive
LMA Recruitment
Our client is an international bank with a strong presence in Asia, currently seeking for a Senior Analyst to join the Group Model Validation department. This candidate will contribute to the department’s assessment of statistical models and quantitative rules that enable the bank to manage credit risk and financial crime risk, as well as and other models used in the retail banking business.

Responsibilities

 

Independent evaluation of new and existing risk models including IRB/IFRS9/Scorecards 

Assessment of changes to existing models and related risk data and infrastructure.

Assist with the delivery of the validation plan, ensuring timely identification of issues and projects are completed to the required standard.

Qualitative review of model development process including underlying assumptions & theoretical basis.

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

Coordination with internal stakeholders on model issues, achieving suitable resolutions.

Documentation of findings and communication of results / justifications to senior management

 

Qualifications

 

Graduate level qualifications in statistics, banking, finance, econometrics, mathematics or related quant field.

Post graduate qualifications in statistics, banking, finance, econometrics, mathematics or related quant field (MSc, PhD).

Experience in risk analytics, developing or validating statistical models across the Commercial and/or Corporate and Institutional portfolio

Proficient in statistical and data analysis of large datasets using data management software including SAS and Excel.

Knowledge of banking data and IT infrastructure, including data management and data quality control

Strong focus on quality control and attention to details

Excellent understanding of a retail business and products (mortgages, credit cards, personal loans).

Understanding of the regulatory environment related to financial crime and credit risk modelling and experience in dealing with regulators on complex technical issues will be highly regarded.

Exposure to developing and automating risk MIS / model performance monitoring.

Advanced VBA or other programming skills.

Effective presentation and business engagement skills at senior executive level.

Ability to understand and interpret regulatory requirements and explain such interpretation to stakeholders and senior management.

Interested candidates please email to kalyn.kong@lmarecruitment.com.

Kalyn Kong (EA Reg no: R1110919)

Company Reg No.: 201131609D, Licence No.: 11C4684

Descriptif de l'entreprise

Big enough to find the best.

Small enough to really know them.

It’s easy to get pompous about what we do. To name drop our global clients or wax lyrical about ‘pioneering psychometric testing’. But if you’re not careful, you lose sight of what’s really important; relationships and people.

Without relationships, you don’t truly understand the client, their business culture and who they really need. You miss the nuances of each candidate, the human behind the CV and what makes them tick. And the ‘right fit’ slowly starts to blister.

Since 1999, LMA has supplied great candidates to blue-chip businesses in London and Singapore. We draw on in-depth market intelligence and use industry-leading tools to search, screen and select. We have specialist consultants and a global network. And we’re professional beyond measure. 

But we never lose sight of what matters; how important the right people are to businesses, and the right careers are to people.

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