Model validatorSecurity Bank
Workplace: MetroManila, Manila, Makati
Salary: Agreement
Work form: Full time
Posting Date: 13/01/2026
Deadline: 23/07/2022
About Security Bank
We are the Philippines' largest independent bank, having won countless awards over the years, including one of Euromoney's most prestigious industry awards in 2021-Best Bank in the Philippines.
We're changing how people bank. From the moment customers enter our branches to their experience online, we make them feel valued and empowered.
Now, with more than 300 branches spanning the country, BetterBanking has become the gold standard in improving the banking lives of millions of Filipinos. But we're far from done.
In our constant pursuit of excellence and improvement, we create teams that support our business and each other.
The Role
As a Model Validator, you will provide independent validation and ensure proper implementation and monitoring of market and liquidity risk models such as Value-at-Risk, pricing models, and gap models. You will support Market Risk Management in managing trading and liquidity portfolios and ensure regulatory compliance.
How you'll contribute
Prepares the validation database utilizing the various data sources used by the model developers to ensure accuracy of the development data.
Assesses the data used in the development using exploratory data analysis to confirm that a robust database was used for risk modeling.
Assists in the validation of risk models by performing qualitative and quantitative review of the model to comply with the bank's validation standards.
Monitors model performance by conducting back testing and classification of exceptions to ensure model accuracy.
Generates annual model validation reports using updated account information and performance to ensure that models remain appropriate for a given portfolio.
Evaluates completeness of data by understanding fundamental business concepts and policies to cover essential information that should be considered in the model development.
Documents the model validation process detailing the inputs, processes and outputs to ensure model soundness and suitability.
What we're looking for
Bachelor's / College Degree in Mathematics/Statistics, Economics, Finance/Accountancy/Banking or any related field
At least 2 years of relevant work experience
Knowledge of various risk modeling techniques and knowledge on Financial products and trading and liquidity management business
Proficient in developing templates to validate model generated output e.g. MS Excel. Proficient in data processing software e.g. SAS or R and statistical modeling methodologies
Good project management skills
Able to communicate effectively with all levels of the organization and regulators
#LI-AS1
#LI-Hybrid
Security Bank
We are the Philippines' largest independent bank, having won countless awards over the years, including one of Euromoney's most prestigious industry awards in 2021-Best Bank in the Philippines.
We're changing how people bank. From the moment customers enter our branches to their experience online, we make them feel valued and empowered.
Now, with more than 300 branches spanning the country, BetterBanking has become the gold standard in improving the banking lives of millions of Filipinos. But we're far from done.
In our constant pursuit of excellence and improvement, we create teams that support our business and each other.
The Role
As a Model Validator, you will provide independent validation and ensure proper implementation and monitoring of market and liquidity risk models such as Value-at-Risk, pricing models, and gap models. You will support Market Risk Management in managing trading and liquidity portfolios and ensure regulatory compliance.
How you'll contribute
Prepares the validation database utilizing the various data sources used by the model developers to ensure accuracy of the development data.
Assesses the data used in the development using exploratory data analysis to confirm that a robust database was used for risk modeling.
Assists in the validation of risk models by performing qualitative and quantitative review of the model to comply with the bank's validation standards.
Monitors model performance by conducting back testing and classification of exceptions to ensure model accuracy.
Generates annual model validation reports using updated account information and performance to ensure that models remain appropriate for a given portfolio.
Evaluates completeness of data by understanding fundamental business concepts and policies to cover essential information that should be considered in the model development.
Documents the model validation process detailing the inputs, processes and outputs to ensure model soundness and suitability.
What we're looking for
Bachelor's / College Degree in Mathematics/Statistics, Economics, Finance/Accountancy/Banking or any related field
At least 2 years of relevant work experience
Knowledge of various risk modeling techniques and knowledge on Financial products and trading and liquidity management business
Proficient in developing templates to validate model generated output e.g. MS Excel. Proficient in data processing software e.g. SAS or R and statistical modeling methodologies
Good project management skills
Able to communicate effectively with all levels of the organization and regulators
#LI-AS1
#LI-Hybrid
Security Bank
Other Info
Makati City, Metro Manila
Permanent
Full-time
Permanent
Full-time
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Security Bank
About the company
Security Bank jobs
Makati City, Metro Manila
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