Avp, Credit Model Validation (digital Bank)
Singapore, Singapore
Job Description
Our client is one of the fastest growing Digital Bank in the region which manages a wide range of portfolio globally. With their creativity and various exciting platforms, they have been ensuring that technology becomes a key enabler for their operations in order to provide a seamless customer experience.
Description
Reporting to the Head of Credit Analytics & Modelling the AVP, Credit Model Validation will be involved in :-
- Critically assessing the development and performance of all credit risk models related to the SME portfolios. This includes application scorecards, PD, EAD and LGD models used for capital computational purposes & IFRS 9 ECL models.
- Contributing towards the assessment of inputs, assumptions and parameter estimates relating to the validation of credit risk models, as well as models for credit stress testing.
- Ensuring compliance with Basel ll and Basel lll requirements, as well as local regulatory requirements.
- Providing well-considered validations reports that clearly articulate findings and recommendations.
To qualify, the potential AVP, Credit Model Validation should meet the following criteria :-
- A recognised Bachelor\'s Degree in Economics, Finance or a related field.
- At least 5 years of relevant credit model validation experience in banks.
- Strong knowledge of Basel, IFRS9 and regulatory requirements in relation to models.
- Strong stakeholder collaboration skills
The remuneration for this role will be competitive as this is a newly created role for Singapore and providing support and guidance at the group level.
To apply online please click the \'Apply\' button below. For a confidential discussion about this role please contact Devan Nanthacumar on +65 6416 9879.
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Job Detail
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Job IdJD1287718
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationSingapore, Singapore
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EducationNot mentioned