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- Successfully develop, enhance and validate risk quantification models for domestic and overseas operations. Using advanced analytics and statistical techniques and strive to improve credit rating models/scorecards and their framework in line with best practices
- Formulate compresence model management framework and model development document for each model.
- Liaison with relevant stakeholders (vendors, consultant, Bank's business & risk staff) for implementation of software/IT solutions related to risk management/rating models/scorecards
- Periodic review of models with model risk management unit and ensure complete compliance of regulatory and internal policies and procedures.
- Close of audit (internal/ external and regulatory) matters relation of risk models management
- Build internal capabilities and capacity doe delivering all model management expectations.
- Master Degree in, Mathematics/ Actuarial Science/ Statistics/ Econometric/ Certifications preferably with Computer Science background
- 10+ years of experience under risk quantification unit.
Unit Head Risk Modelling - Karachi, Pakistan - HBL Bank
Description
Job DescriptionAccountability 1
Minimum qualifications: