Manager FCC Model Validation (Unicorn)

• Leading International Bank
• Regional working exposure
• Attractive remuneration and benefits

Main Responsibilities:

• Perform an independent validation of new and existing models that are used in Financial crime risk management, anti-money laundering, transaction monitoring etc.
• Quantitative assessment of model performance via data evaluation and statistical testing.
• Coordination with internal stakeholders on model issues, achieving suitable resolutions.
• Manage and complete the model validation from end to end, meeting the planned timelines and required standards.
• Recommend improvements in the models.
• Review regulatory requirements and industry practice regarding the models.

Requirements:

• 5-10 years of experience in quantitative modelling and/or model validation, with focus on the Credit risk or AML / Compliance related model development or validation.
• Exposure to Machine Learning modules and algorithms.
• Proficient in statistical and large datasets analysis using software solutions including SAS, R, Python.
• Excellent understanding of models, processes and/or industrial guidelines related to credit risk management, client risk assessment, transaction monitoring and name screening.

To apply, please click "APPLY NOW" or email Rebekah at Rebekah.Kok@ambition.com.my quoting reference number #257071. 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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