Validation Assistant Manager

TEB is looking for a Validation Assistant Manager to strengthen the Validation team within the Group Risk Management.

Qualifications:

• University degree preferably in Engineering, Statistics, Econometrics and Mathematics from a reputable university.
• Minimum 2 years of model development / validation background.
• Highly skilled in Python and SQL, experience with SAS Enterprise Guide preferred
• Experience with machine learning models.
• Good command of MS Office applications
• Fluency in English
• Strong analytical skills
• Strong communication and presentation skills
• Ability to work co-operatively and productively with other departments; actively contributes to successful team performance and the achievement of shared goals.

Job Description:

• All models subject to validation in the bank (PD, EAD, LGD, AI Models, ALMT, etc.) are to be validated both qualitatively and quantitatively.
• Preparation of model back-testing reports.