Director, Independent Model Validation

Affin Bank

Menara Affin
Independent model validation
Quantitative and qualitative assessments
Sas or sql for data analysis
This role supports the Head of Model Validation in ensuring the integrity and robustness of risk models through independent validation processes

Job Summary

  • This role supports the Head of Model Validation in ensuring the integrity and robustness of risk models through independent validation processes.
  • Conduct independent pre- and post-implementation validation of risk models, including Retail/Non-Retail scorecards, PD, EAD and LGD and MFRS 9 models.
  • Prepare thorough documentation of validation approaches, findings, and analysis.

Matching Summary

This role supports the Head of Model Validation in ensuring the integrity and robustness of risk models through independent validation processes.

Skills & Requirements

Must-have

  • Independent model validation
  • Quantitative and qualitative assessments
  • SAS or SQL for data analysis

Nice-to-have

  • Familiarity with regulatory frameworks
  • Effective communication skills
  • Ability to manage multiple tasks

Key Requirements

  • Minimum of 8 years experience
  • Degree in Statistics or related field
  • Hands-on experience in SAS or SQL

Work Rights

Not specified

Tailored Resume

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