Job Details

• On-going validation of credit risk models
• Integrating AASB 9 validation within the existing model validation framework
• Automation of testing and reporting for on-going validation exercises
• Documentation of analysis, findings and recommendations
• Planning and stakeholder management to ensure timely review and analysis of credit models

• Minimum Bachelor's degree qualification in a quantitative discipline with strong academic performance
• Minimum 4+ years’ experience within a quantitative/analytical risk function
• An understanding of credit risk and modelling techniques
• Solid analytical, statistical, and problem-solving background
• Excellent written and verbal communication skills, and the ability to effectively tailor communications to a diverse range of business and technical stakeholder groups
• R experience is desirable
• Experience with software tools such as Alteryx and Tableau is desirable but not mandatory
• Ability to work efficiently and effectively with senior stakeholders globally

Reference ID - GH/BFSI/JC//06032019//82246/Assistant Manager/ Manager - Credit Model Validations