
Wholesale Rating Model Leader
1 week ago
Senior Leadership Position: Wholesale Rating Model Expertise
We are seeking a highly experienced professional to lead our wholesale rating model development and validation efforts.
The successful candidate will be responsible for establishing and scaling a Centre of Excellence for Wholesale Rating Models from the ground up. This includes developing best practices in model development and validation, tracking regulatory updates, and translating them into model design considerations.
The ideal candidate will have a strong understanding of statistics, mathematics, and computer science, with proficiency in R, Python, Excel, and PowerPoint.
In addition to technical expertise, the successful candidate must be able to communicate complex technical concepts clearly to both technical and non-technical stakeholders.
Key Responsibilities:
- Develop statistical climate risk models, integrate economic and social data, and assess potential impact on identified financial risks.
- Establish adaptation strategies to mitigate relevant risks, establish systems for continuous monitoring, and involve stakeholders in the meeting process.
- Build, mentor, and lead teams of modelers and consultants, drive capability building through training and peer reviews.
- Outline goals for model monitoring, determine expected performance, and implement monitoring tools to assess model accuracy.
Required Skills and Qualifications:
- A deep understanding of statistics, mathematics, and computer science.
- Proficiency in R, Python, Excel, and PowerPoint.
- Experience in developing and validating wholesale rating models and knowledge of model lifecycle best practices.
- Strong communication skills to convey complex technical concepts clearly to both technical and non-technical stakeholders.
Benefits:
- A dynamic and collaborative work environment.
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