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* The person is responsible to perform validation works as guided by BNM guidelines on the Credit rating systems estimates of the risk components and the processes by which the internal ratings are obtained and used by the Bank
About the job Specialist, Credit Risk Model Validation
To perform pre- and post-implementation validation on credit risk models and FRS 9 models in line with best practice standards.
To employ statistical modelling methodology
Posted: 18 days ago
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