Assistant Manager - Statistical Modeling - Big4

Assistant Manager - Statistical Modeling - Big4

- Model development of CCAR/DFAST/ IFRS 9 modelling & PPNR

- Advanced statistical and quantitative modelling skills

- Experience in validation of pricing models

- Understanding of regulations & guidelines.

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose

- Designing to evaluate the model's predictive power and its robustness uncertainty through the development and use of alternative benchmark models.