Head of Non-Retail Credit Validation
4 weeks ago
Job Purpose and Responsibilities
The purpose of this role is to lead the validation and monitoring of non-retail credit risk models at First Abu Dhabi Bank. The successful candidate will be responsible for ensuring that these models are accurate, reliable, and compliant with regulatory requirements.
Key Responsibilities:
- Develop and implement robust validation and monitoring processes for non-retail credit risk models.
- Collaborate with stakeholders to ensure that models are aligned with business objectives and regulatory requirements.
- Conduct regular reviews of model performance and provide recommendations for improvement.
- Develop and maintain documentation of validation and monitoring processes.
- Lead a team of model validators and ensure that they have the necessary skills and training to perform their duties effectively.
Requirements and Qualifications
- Master's degree in quantitative science (statistics, mathematics, economics) from a premier institution.
- 10-13 years of experience in model validation and monitoring, preferably in a banking environment.
- Proven experience in managing a team of model validators and developing their skills and training.
- Strong knowledge of SAS, Python, and R programming languages and ability to learn new technologies quickly.
- Excellent communication and interpersonal skills.
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