Statistical Modeller - BFS

Independent review of the following models (Credit and Market risk)

- Basel Models

- CCAR Models

- Anti-Money Laundering Models

- Allowance Models

Lines of business covered : Retail and Commercial portfolio

Duties and Responsibilities : In-depth review of models covering the following :

- Model implementation accuracy

- Model data intuitiveness and business sense

- Model Methodology

- Statistical methods used

- Variable selection process

- Data adjustments

- Model Performance

- Back testing

- Sensitivity

- Benchmarking

- Outcome Analysis

- Independent review report