Responsible for the validation of models and periodic monitoring to ensure models remain suitable for Bank’s use.
What you will do:
Conduct independent model validation and provide a comprehensive effective challenge of models by partnering with model owners and developers, following Bank policies, regulatory requirements, and industry best practices
Write validation reports documenting the independent validation process including important observations, recommendations, and associated remedial actions
Maintenance of model inventory and other model risk management tools
Create and update frameworks, policies, and procedures documents related to Model Risk Management.
Assist the Model Risk Manager for any risk-related or project-related activities
Develop and maintain effective working relationships with key stakeholders, ensuring effec...