Am/ Manager, Model Validation (risk Management Dept) At Professional Services

Me2Works

On-site
Irb model development or enhancement
Ecl model development and enhancement
Credit risk stress testing
Me2Works is seeking an experienced Manager for Model Validation in their Risk Management Department. The ideal candidate will have a strong background in model development and validation, particularly in credit risk and ECL provisioning, along with proficiency in programming languages like SAS, Python, or R

Job Summary

  • Responsible for IRB model development or enhancement, including Non-retail, Financial Institution and Retail models.
  • Responsible for ECL model development and enhancement, including FEG/PIT/PD/LGD/EAD/Behavior Life models.
  • Responsible for Stress testing model development, including ICAAP stress testing, SDST and CRST.

Matching Summary

Match Score: 85

Me2Works is seeking an experienced Manager for Model Validation in their Risk Management Department. The ideal candidate will have a strong background in model development and validation, particularly in credit risk and ECL provisioning, along with proficiency in programming languages like SAS, Python, or R.

Skills & Requirements

Must-have

  • IRB model development or enhancement
  • ECL model development and enhancement
  • credit risk stress testing
  • data cleansing for model development

Nice-to-have

  • climate risk stress testing
  • Non-retail customer rating models
  • Low-default portfolio rating models

Key Requirements

  • Minimum 3 years relevant experience
  • Degree holder in Mathematics, Statistics or Economics
  • FRM/CFA/CPA is preferred
  • SAS/Python/R is a preferred

Work Rights

Not specified

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