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Key Account Specialist at Virtuoso Staffing
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Assistant Manager - Statistical Modeling - Big4 (6-9 yrs)
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.
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