Validate as well as conduct review on the internal rating models and scorecards for various types of exposures developed by the Model Development Team Update regulatory requirements and compliance; and the best market practice on internal rating models. Assist in the design of the validation framework and methodology in compliance with the requirements of the regulators Compile independent validation reports for submission to the relevant committees for review and endorsement Job Requirements: University graduate in Statistics, Quantitative Analysis, Computer Science, Risk Management or related disciplines; with related professional qualification Over 3 years’ relevant and practical experience in the banking industry or financial institutions Good understanding of regulatory requirements and bank policies related to risk Solid experience in risk model validation and development Good knowledge of quantitative analysis techniques, SAS or other statistical tools Good report writing and data analytical skills
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