Manager

End-to-end independent validation of credit risk and regulatory models PD, LGD, EAD, Stress Testing Loss and PPNR, IFRS 9/CECL. Scorecards, Expert Judgement Models, AML and Fraud Detection Models, etc.

Assess the models conceptually and quantitatively to ensure the model is suitable for the stated use.

Conduct necessary assessments to challenge the model effectively. Assess the adequacy of model documentation

Development of benchmark models (ML/other techniques)

Assessment of the model monitoring and implementation process

Prepare model validation report summarizing findings and provide recommendations

Handle projects and teams in model validation - provide thought leadership, technical guidance, and oversight for a team of risk modelers

Assessment of model risk current state and gaps for clients, along with recommendations to address the gaps

Participate in solution development, proposal build, and RFI/RFP responses for new deals

Masters in Finance, Mathematics, Economics, Statistics, or equivalent experience