AVP, Model Validation & Analytics
Location Kuala Lumpur
Consultant Jaecent Lei
Date posted 27 February 2018Menara 3 Petronas Persiaran KLCC Kuala Lumpur 50088 Robert Walters Malaysia
An excellent AVP, Model Validation & Analytics job has just become available at one of the local banks based in Kuala Lumpur. Reporting to the head of department, this role is for an experienced professional who has the right competences in model development and validation.
About the AVP, Model Validation & Analytics role:
This is a great opportunity for an AVP, Model Validation & Analytics to help the team establish and manage model validation framework for effective model development, use and validation practices within the bank.
- Develops and enhances the scorecards monitoring templates for reporting
- Conducts quantitative analytics on both credit and MFRS 9 models
- Reviews consumer application scorecards consistency and data input accuracy
- Ensures detailed and comprehensive record of validation work, project and findings are maintained
- Develops recommendations for model changes or enhancements based on the validation results
To succeed in the AVP, Model Validation & Analytics role, you will need to possess minimum five years’ working experience in the area of model development, validation, systems and implementation of credit models.
- Degree in mathematics/statistics/actuarial science/economics
- Experience with retail and non-retail credit models including scorecard/rating model development particularly related to Basel/BNM capital adequacy framework and/or MFRS 9
- Sound knowledge and expertise in loss forecasting, stress testing, credit scorecards, Basel II/III and applicable regulatory guidelines
- Quantitative skills such as econometrics, statistics, time series analysis and statistical modelling
This local bank has got the people and ethos to act with speed, enterprise and creativity. The scope of the offer, the size of the business, the freedom and autonomy to drive your career forward all add up to a great place to work.
If you are driven, determined and want to take the next step in your career, this is the role for you. Great career progression opportunities await the right person in this AVP, Model Validation & Analytics job.
Apply today or call me to discuss this new opportunity.
Business Registration Number: 729828-T
Licence Number: JTK2125
Business Registration Number: 729828-T Licence Number: JTK2125