HR Recruiter at Black Turtle
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Vice President/Assistant Vice President - Credit Risk - Model Development - BFS (6-14 yrs)
Key Accountabilities :
- Calibrate credit risk models, in order to maintain external permissions and internal approvals for use
- Validate and test performance of models; develop and deploy model monitoring scripts, Maintain model documents to required standards
- Stakeholder Management and Leadership
- Keep open dialogue with other modelers and validation teams on model developments and reviews
- Decision-making and Problem Solving
- The job requires strong analytical skills and ability to communicate technical information clearly in written and verbal form.
In particular, the job holder must possess the following skills :
- Ability to quickly adapt to new environments and systems
- A keen eye for detail
- Self-starter: motivated and disciplined
- Able to work in isolation and within a team environment, as required
- Risk and Control Objective
- Ensure that all activities and duties are carried out in full compliance with regulatory requirements,
- Has developed, validated, reviewed or applied statistical models within credit risk domain
- Understands the quantitative techniques used in developing and validating PD, LGD, and/or EAD models
- Demonstrates ability to work in an environment where modelling decisions are regularly challenged
Essential Skills/Basic Qualifications :
- Post graduate degree in a quantitative discipline, such as Mathematics, Statistics, Physics, Engineering. Background in Computer Science and Statistics is preferred.
- Excellent knowledge of machine learning and statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation
- Numerical programming ability using R and/or Python, and working experience with SQL
- Experience in data visualization, cleaning, and feature extraction
Desirable skills/Preferred Qualifications :
- Familiarity and previous experience with the Latex document preparation system
- Knowledge of a one static typed language; C++, Java, C# or other programming languages
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