Senior Quantitative Validation Specialist

7 days ago


Kuala Lumpur, Kuala Lumpur, Malaysia Standard Chartered Full time
Job Description

We are seeking a skilled Senior Quantitative Validation Specialist to join our team in performing an independent validation of new and existing models used in Financial Crime and compliance. This includes review of model development process, quantitative assessment of model performance, documentation of validation findings, and communication to senior management.

About the Role
  • Support GMV senior manager in validating new and existing models for Financial Crime and compliance.
  • Perform qualitative and quantitative assessments of model performance using data evaluation and statistical testing.
  • Document validation findings and communicate results to senior management and relevant committees.
  • Review regulatory requirements and industry practice regarding models.
Key Responsibilities
  • FCC Surveillance solutions and infrastructure.
  • Surveillance parameter and optimisation team.
  • FCC Controls.
  • Financial Crime risk / AML Oversight.
  • Country Compliance.
  • Group Internal Audit.
  • External Audit.
  • Model Risk Policy and Governance.
  • Group Operational Risk.
Requirements
  • Strong technical and quantitative skills with academic background in Finance, Accounting, Engineering, Mathematics, Statistics or Econometrics.
  • SAS / Python / R programming skills.
  • Masters degree or higher qualification in a quantitative discipline, FRM and/or CFA qualifications desirable.
  • Experience in understanding of Financial crime of the bank.
  • Problem-solving skill with keen attention to details.
  • Multicultural awareness and sensitivity.


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