PPNR Model Validation Role - Bank

Opportunity into PPNR model validation role with a global bank

Key Responsibilities:

- Review and validate new and existing model and framework, provide effective challenge, ensure validation work quality.

- Help manage model risk across the model lifecycle including model validation, performance evaluation and annual model reviews.

- Challenge and continually improve MRM Guidance on modeling approaches and model performance testing.

- Contribute to strategic, cross-functional initiatives within MRM organization.

- There will be plenty of learning and growth opportunities with this position, 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 tools.

Qualifications:

- Minimum of Master's degree in a quantitative field (Statistics, Mathematics, Physics, Engineering, Computer science, etc.)

- Higher academic qualifications and/or certifications such as a PhD, a second Master's degree, CPA or CFA is a plus

- Must have a strong background in statistical modelling techniques.

- Good understanding of Model Risk Management.

- Strong written and oral communication skills