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- Posted 09 June 2024
- SalaryNegotiable
- LocationMalaysia
- Job type Permanent
- DisciplineBanking & Financial Services
- Reference270511_1717940448
Consultant
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Model Validation - Credit Risk
Job description
Responsibility:
- Assist with the independent validation of new and existing models used for risk management, capital calculation, and stress testing.
- Conduct qualitative reviews of the model development process, including evaluating underlying assumptions and theoretical foundations.
- Perform quantitative assessments of model performance through data evaluation and statistical testing.
- Document validation findings, communicate results to senior management, and present them to relevant committees.
- Review regulatory requirements and industry practices related to the models.
Qualifications:
- Minimum 6 years experience in analytics, developing or validating statistical models within banking industry.
- Experience in digital/online lending models/applications preferred.
- SAAS is a must, good to have Python
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