Looking for credit risk model professionals with 6+ years of experience in unsecured consumer lending (credit cards, personal loans) and with STRONG model development/validation background, to review and challenge the model risk team

Client Details

The client is a leading global bank

Description

• Manage consumer credit risk models including credit loss forecasting models (model development/ validation/ renewal), and loan loss reserve forecasting models (IFRS9, CECL).
• Manages model risk and properly document across the model life-cycle including model validation, ongoing performance evaluation and annual model reviews.
• As a model sponsor delegates, provides effective challenge during model development / validation / annual renewal / On-going performance monitoring project and address model limitations.
• Produces analytics and reporting used to address model limitations.
• Manages stakeholder interaction with model developers and validators during the model life-cycle.
• Maintain compliance with the Bank model risk policies/procedures, regulatory policies and prepare, update, and ensure approval of all internal policy and procedure changes, keeping proper change and approval logs.

Profile

• 6+ years of risk management experience in Unsecured Lending Products
• Experience in either model development or validation.
• Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.
• Highly numerate, good communication, interpersonal skills and ability to motivate others with leadership potential
• Self-motivated and detail oriented
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time.
• Highly numerate with sound knowledge in SAS programming, data mining and MS word/excel/access/PowerPoint
• Bachelor or Post-graduate degree in Business, Statistics, Data Science or other related quantitative disciplines

Job Offer

• Global brand reputation
• International working culture
• Good remuneration package
• Good career path

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Vania Lidvinaon +852 2848 4792.