大手証券会社　リスクマネジメント部門　Head of IRB Model Validationの求人

●Job Overview:
As part of FIRB minimum requirements by JFSA, MVG performs model validation of Internal Rating System and monitors its operations. The open position would be ideally filled by a talented individual to lead the IRB validation team and contribute to management of IRB projects in the bank.

●Responsibilities:
・Validation of new / changed IRB scorecards and Probability of Default
・Perform annual model re-approvals to verify the ongoing appropriateness of models and their parameters
・Daily monitoring of IRB operations to identify potential model limitation
・Communication with regulators and major stakeholders

●5+ years of working experience in validation or development of IRB models in financial institutions or major corporates
●A postgraduate degree in a quantitative discipline
●Native or fluent in Japanese
●Strong verbal and written communication skills in English
●Team Player
●Managerial experience is preferable