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Recruiter at Pylon Consulting
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Manager - Model Validation - Credit Risk Domain - Bank (7-10 yrs)
RESPONSIBILITIES :
- Perform an independent validation of new and existing models that are used in credit risk management, capital calculation, stress testing etc.
- Qualitative review of model development process including underlying assumptions & theoretical basis.
- Quantitative assessment of model performance via data evaluation and statistical testing.
- Documentation of validation findings and communication of results to senior management and presentation to relevant committees.
- Coordination with internal stakeholders on model issues, achieving suitable resolutions.
- Manage and complete the model validation from end to end, meeting the planned timelines and required standards.
- Recommend improvements in the models.
- Review regulatory requirements and industry practice regarding the models.
- Assist Head of Model Validation in addressing concerns or questions relating to the models.
ROLE SPECIFIC TECHNICAL COMPETENCIES :
- Expertise in analytics, developing or validating statistical models within banking industry.
- Good understanding and experience in credit risk modelling, and/or stress testing analysis.
- Proficient in statistical and data analysis using data management and statistical software which includes SAS, R, Excel etc.
- Strong communication and project management skills.
- Strong focus on quality control and attention to detail.
- Knowledge of banking data and IT infrastructure, including data management and data quality control
- Effective presentation and business engagement skills at senior executive level.
QUALIFICATIONS:
- At least graduate level qualifications in statistics, banking, finance, econometrics, mathematics or related field.
- 7-10 years experience in quantitative modelling and/or model validation, with focus on the retail credit risk model development or validation
- Strong programming skill in SAS, R or Python
- Strong understanding of credit portfolio management process
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