
Senior Validation Expert
2 weeks ago
Lead model validation activities as dictated by the Global Model Risk Policy, assessing model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory, and suitability for intended purpose.
Provide written reports detailing results of validations and work with stakeholders to embed new Global Model Risk Policies and Procedures.
- Undertake model validation activities
- Validate remediation activities completed by the ILOD
- Work with relevant stakeholders to embed new Global Model Risk Policies and Procedures
- Provide functional leadership for a small team of Model Validators
Achieve comprehensive knowledge in Retail Credit, Stress Testing, and Front Office Modelling and IRB and IFRS9 regulatory requirements. Develop extensive understanding of statistical model and scorecard development techniques. Gain detailed insight into Risk models, performance metrics, and risks and associated issues.
RequirementsDemonstrate experience with some statistical modelling software, programming language (e.g. SAS, Python, R, Matlab, C, VBA). Show ability to develop and review models throughout the customer lifecycle. Present complex statistical concepts and results to non-technical audiences.
BenefitsTake advantage of competitive salary and benefits package. Contribute to positive impact on the communities we serve. Enhance career prospects with global organisation operations in 62 countries and territories.
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