Model Validation Specialist
PT Bank CIMB Niaga · ID
Strategi dan Perencanaan (Strategy & Planning)
- Assist Model Validation Head in the coordination and monitoring of the validation plan
Kinerja Bisnis dan Manajemen (Business Performance and Management)
- Validate Basel models in the overall bank’s effort to quantify Risk Weighted Assets (RWA), which aims to provide sufficienct Capital to protect the bank against unexpected losses
- Validate IFRS 9 models in the overall bank’s effort to allocate the right Expected Credit Loss (ECL), which aims to provide sufficient provisions to protect the bank against expected losses
- Validate models to support the business in managing the risk and risk-return (e.g. RAROC) of their credit portfolio
- Advise alignment between Basel and IFRS 9 models whenever possible to ensure consistency and efficiency
Pengelolaan Sumber Daya Manusia (People Management)
- Build and maintain strong relationships with key partners
- Provide guidance and mentoring to junior validators
Kepatuhan (Regulatory Compliance)
- Validate Basel & IFRS 9 models against regulatory and accounting (IFRS 9) requirements
- Coordinate response for regulator & external auditor queries