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Senior Model Governance Specialist
2 weeks ago
- Review and assess the effectiveness of scoring, economic capital, and rating models using statistical and machine learning techniques.
- Draft detailed reports with assessment details, preparation of supporting workpapers, clearly documenting observations noted with implications and recommending corrective actions to stakeholders.
- Assess model governance, development, validation, documentation, and implementation to evaluate the effectiveness of models across multiple functional domains.
- Automate testing by utilizing various modeling, data analysis, and programming tools.
- Identify anomalies, trends, and risks by analyzing large, complex datasets.
Preferred Candidate Profile:
- A master's degree in Statistics, Mathematics, or related fields is required.
- 7-12 years of experience in the financial services industry, preferably with model development, validation, and data analytics.
- Understanding of Risk Management processes such as Market, Credit, Operational, ALM, Capital adequacy, and Fraud is an advantage but not essential.
Key Skills:
- Strong knowledge of statistical and machine learning techniques
- Proficiency in programming languages such as Python or R
- Ability to analyze complex data sets and identify trends and anomalies
- Excellent communication and reporting skills