Job Description

A leading bank in Asia is seeking a highly skilled VP to join its Model Validation team. This role focuses on ensuring the robustness and compliance of IFRS 9 impairment models as part of the bank’s risk management framework. The ideal candidate will possess a Master’s or PhD in a quantitative field, 5-10 years of relevant experience, and expertise in statistical modeling and programming languages like Python and R. This position offers a dynamic environment where analytical and critical thinking skills are essential.
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