Validation Expert for Expected Credit Loss (ECL) Models

Job Responsibilities

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Responsibilities may include but are not limited to:
• ▪ Collaborate with the Manager to design and execute validation strategies for ECL models;
• ▪ Conduct rigorous testing and analysis to ensure the accuracy and reliability of ECL models;
• ▪ Evaluate model performance against regulatory requirements and best practices;
• ▪ Identify and communicate potential model weaknesses or areas for improvement;
• ▪ Document validation procedures and findings in clear and comprehensive reports; and
• ▪ Work closely with cross-functional teams including Risk Management, Finance, and Audit.

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Eligibility Requirements

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Candidate should have:
• ▪ Bachelor's degree in Finance, Accounting, Mathematics, Statistics, or related field. Master's degree or professional certification (e.g., CFA, FRM) is a plus.
• ▪Solid understanding of financial products, credit risk, and accounting principles (IFRS 9).
• ▪ Minimum experience of 2 years in model validation, financial analysis, or risk management within the banking or financial services industry.
• ▪ Proficiency in programming languages such as Python, R, or SAS for data analysis and modeling.
• ▪ Strong analytical skills with meticulous attention to detail.
• ▪ Excellent communication and interpersonal abilities.

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