Model Validation Role - Credit Risk

- Implementation and maintenance of model validation processes

- Conduct validation and ongoing monitoring activities for new and existing models. Provide assessment by writing a comprehensive validation report based on his/her judgment of the validation results.

- Provide effective challenge to the model design and construction and conduct incremental analysis and testing as necessary

- Review of back-testing exercises produced by the Modeling team

- Management of recommendations aiming at ensuring the adequacy and the compliance of models (issue and monitoring)

- Leading a team of model validation analysts

- A core member of the Model Governance Board (a decision-making body) related to new model development and validation

- Validation of methodological choices and contribution as an expert to the model review

- This position provides a very significant amount of learning and growth opportunities from both technical and leadership perspective. The incumbent will be exposed to different areas of business operations and a variety of modeling approaches, including machine learning on top of industry standard tool

Experience and Skills

- Qualification: Master's degree in Business Administration/ MSc Statistics / or a related field

- Minimum 3+ years of relevant experience

- Proficiency in sql R, Python

- Executive presence and assertiveness.

- Self-starter, ability to work independently, handle ambiguous situations and exercise judgement in variety of situations.

- Strong communication, organizational, verbal & written skills.

- High degree of responsibility and ownership, strong multitasking, coordination and tenaciously looking for ways to get results