Job Purpose
Manage the risk modeling & stress testing activities which includes model validation and governance to develop scientific models, in order to analyse and predict risk impacts affecting the bank.
Key Responsibilities
Education
Qualified Actuary (SOA) or PhD/Master’s degree in a quantitative field e.g. engineering, statistics, econometrics required. FRM/CFA will be a plus.
Work Experience
Minimum of 7-8 years of work experience in model development or model validation in the Banking industry.
Job Types: Full-time, Permanent
Ability to commute/relocate:
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