Manager - Model Development - Commercial/Wholesale Banking

Responsibilities :

- 5+ experience in regulatory risk model development, Economic Capital, Stress testing, risk management is preferred.

- Understanding of commercial banking and wholesale-related products would be added plus.

- Advance SAS / R / Matlab / Python knowledge is pre-requisite for the role.

- Exposure to wholesale credit risk Model Development (in areas of IRB or Stress Testing or IFRS9).

- Develop models (LG,PD,CCAR)

Qualifications :

- Masters in any numeric discipline

- Engineering (or B-tech with relevance experience)

- MS / MBA in Finance

- Stats/Maths

- Economics