
SVP – Model Analysis Validation (Banking) 300-400K/Model Risk Validation
MRI Worldwide Recruitment (Thailand) Ltd.
กรุงเทพมหานคร
หมายเลขอ้างอิงจ๊อบส์ดีบี: JTH300003001615312
Position: SVP – Model Analysis Validation (Banking) 300-400K
Based: Bangkok
Recruiter: Sirinapa 086-378-4083/Sirinapa(at)mriww.co.th
Summary:-
This Model validation role will head a team responsible for managing Model Risk of Loss Forecasting models for Consumer unsecured portfolios. In this role the successful candidate will interact with model developers, model risk governance group, internal audit, and regulatory agencies when required.
Responsibilities:-
- Manage other individuals within the Model Risk validation team; Full management responsibility, ensuring motivation and development of team members
- Individual will be the subject matter expert responsible for evaluating model performance of Loss Forecasting Models
- The evaluation also requires writing a comprehensive validation report based on judgment of the evaluation results
- Contribute in developing/enhancing Policy and Guidance
- The individual will be fully aware and be able to interpret the implication of policies and regulatory directives.
Qualifications:-
- Minimum of Master’s degree in a quantitative field (physics, mathematics, computer science, etc.) with 10+ years of relevant experience
- Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CPA or CFA
- 10 to 15 years in relevant consumer mortgage or credit card industry experience to include loss forecasting/stress testing model development, maintenance, tracking and management
- Prior people management and project management experience
- Requires in-depth understanding of how each areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the entire function.
- The ability to interpret and analyze large volumes of data, and at times complex information
- Excellent written and oral communication skills are a mandate.
- Ability to recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect.
- Demonstrated the ability to negotiate with influence and lead individuals outside of their direct reporting line, often at a more senior level
Attractive salary and generous fringe benefits will be offered to the successful candidates.
Interested candidates please send your application letter with resume, current and expected salary with contact details and refer the position as
“SVP – Model Analysis Validation (Banking) 300-400K”
If you believe that you are the right one, call Sirinapa "NOW"
086-3784083
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MRI Worldwide Recruitment (Thailand) Ltd.
For over fifty years, we have been a world leader in the field of executive search, and have provided high-caliber candidates to literally thousands of companies. We have International reach which is unparalleled in our industry.
MRINetwork has been operating for 12 years in Thailand. As a client we find the best quality candidates quickly and as a candidate our recruiters will assist you in any way they can in your career transition.
For more information, please call 66 (0) 2651 9889
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