Model Validation Expert

3 days ago


Manila, National Capital Region, Philippines Asian Development Bank (ADB) Full time

Job Title: Model Risk Management Specialist

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Location: Manila, Philippines

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Description:

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We are seeking a highly skilled professional to support the Principal Model Risk Management Specialist in rolling out the Model Governance Framework (MGF) across all departments and offices of ADB.

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Responsibilities:

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  • Implement best practices for model risk governance in ADB\
  • Identify and manage ADB's model risk inventory\
  • Develop policies, processes, and methodologies for model review and validation\
  • Carry out independent model validation\
  • Report to senior management and the Board as necessary\
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Requirements:

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  • A University degree in Computer Science, Mathematics, Engineering, Finance, Economics, Statistics, or related fields\
  • At least 6 years of relevant international experience in a similar setting\
  • Strong model development and validation experience\
  • Working knowledge of financial theory and risk models\
  • Good knowledge of statistical analysis techniques\
  • Strong project management and execution skills\
  • Excellent oral and written communication skills in English\
  • Experience in public speaking and presentation\
  • Effective time management and collaboration skills\
  • International experience working in several countries\
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What We Offer:

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  • Paid leave, medical and health benefits, life and other insurance plans\
  • Staff development opportunities and retirement plan\
  • Housing and education allowance, expatriate benefits\
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About Us:

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ADB is committed to promoting sustainable development in the Asia-Pacific region.



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