Data Governance Expert
1 month ago
About the Role:
Model Monitoring & Governance Specialist
Capco, a global technology and management consulting firm, is seeking a skilled Model Monitoring & Governance Specialist to join their Wealth Private Banking Risk Analytics team. The successful candidate will be responsible for developing and implementing monitoring frameworks for credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models.
Main Responsibilities:
- Develop and implement monitoring frameworks for Basel and Decision credit risk models
- Analyze model outputs to identify trends, discrepancies, and areas for improvement
- Maintain expertise in regulatory guidelines from PRA, HKMA, Basel 3.1, CCAR, IFRS9, SS 1/23, and other relevant standards
- Collaborate with regulatory teams to ensure compliance with all internal and external requirements
Requirements:
- Minimum 7+ years of experience in regulatory model development, monitoring, and governance
- Strong understanding of Basel III/IV regulations and their application in retail risk modeling
- Expertise in SAS and Python for data analysis, model monitoring, and reporting
- Proven experience with tools like QlikSense and Google Looker for data visualization and reporting
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