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Senior Manager Group Model Validation

Job description

Our client, MNC bank is looking for Credit Risk / Market Risk talents to join their regional team.


  • Subject-matter-expert in relation to the credit risk model development and validation and IRRBB modelling.
  • Strong knowledge on credit risk portfolio management, stress testing and IRRBB & liquidity models.
  • Perform an independent validation of new and existing models that are used in risk management, capital calculation, IRRBB and stress testing etc.
  • Manage and complete the model validation from end to end, meeting the planned timelines and required standards.
  • Regular review of model validation framework and standards (in relation to industry best practice and regulatory requirements).
  • Recommend improvements in the models.


  • Extensive experience (at least 7 years) in credit risk model development or validation across wholesale and retail business segments and hands-on experience in some IRRBB or liquidity models.
  • Extensive experience in project management.
  • Solid programming skill including SAS, R or Python with hands on experience in IRB or relevant credit risk modelling.

How to Apply

To apply, please click "APPLY NOW" or email Rebekah at quoting reference number #261342 - Senior Manager, Group Model Validation. 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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