Senior Model Validator

5 days ago


Kuala Lumpur, Kuala Lumpur, Malaysia Standard Chartered Full time
Company Overview

Standard Chartered is an international bank with a rich history spanning over 170 years. Our mission is to drive commerce and prosperity through our unique diversity, while being committed to doing the right thing.

Job Description

We are seeking a highly skilled Vice President to join our team in performing independent validation of new and existing risk management models. The successful candidate will be responsible for reviewing model development processes, assessing model performance, and communicating findings to senior management.

  • Support the GMV Senior Manager in validating risk management models used in capital calculation, stress testing, and other areas.
  • Conduct qualitative reviews of model development processes, including underlying assumptions and theoretical basis.
  • Perform quantitative assessments of model performance using data evaluation and statistical testing.
  • Document validation findings and present results to senior management and relevant committees.
Required Skills and Qualifications

To be successful in this role, you will need:

  • At least 15 years of working experience in risk management or a related field.
  • A Master's degree or higher in a quantitative discipline, such as Finance, Accounting, Engineering, Mathematics, Statistics, or Econometrics.
  • Strong technical and quantitative skills, including SAS, Python, and R programming languages.
  • Solid experience in financial modeling, economic modeling, and credit modeling.
  • Excellent communication and problem-solving skills.
Benefits

As a member of our team, you can expect:

  • A competitive salary and benefits package.
  • Opportunities for professional growth and development.
  • A diverse and inclusive work environment.
  • Flexible working arrangements and remote work options.


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