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Credit Model Validator

Job description


  • Conduct quality model validations through quantitative and qualitative analyses of new and existing corporate, institutional, and commercial IFRS9 and IRB models, including other risk models.
  • Proactively conduct research related to modelling methodology and provide subject matter expertise.
  • Manage and support stakeholder engagements in effectively communicating validation findings and in suggesting possible solutions.


  • Strong technical and quantitative skills with academic background in Finance, Accounting, Engineering, Mathematics, Statistics or Econometrics
  • Intermediate to advance level of SAS, including R and/or Python programming skills
  • Solid experience in financial, economic and/or credit modelling with experience in corporate and institutional PD, LGD and EAD model validation or development; knowledge and experience in economic capital and loan impairments modelling are a plus

How to Apply

To apply, please click "APPLY NOW" or email Rebekah at quoting reference number #261436 - Credit Model Validator. Data provided is for recruitment purposes only. *LI-IT

Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.

JTK Number: JTKSM 995 | Company Registration Number: 201301019088 (1048918-T)

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