• You are passionate, motivated and display a positive attitude
• We are a values-driven and a high performing team
• Together we can deliver an exemplary experience for our stakeholders and the Group

IN THIS ROLE

You will be performing independent validation activities for models and quantitative tools developed for IRB, IFRS9 and stress testing. You will also be thoroughly documenting the validation report, and appropriately challenging the modelling results and the thought process around the choice of modelling methodology, to enable stakeholders to understand the strength and weakness of the final model and assess its impact.

OTHER RESPONSIBILITIES WILL INCLUDE

• Ensuring the models follow sound methodologies including, but not limited to, various regression techniques, time series analysis and macroeconomic modelling, using Python, R, SAS and SQL
• Representing Model Risk & Validation team at project advisory groups and coordinate with leaders in the model risk & validation team
• Effectively presenting the results of validation work and business implications to internal working groups and technical forums
• Proactively addressing and responding in a timely manner to developer, audit and regulatory queries and/or issues pertaining to models
• Maintaining sound relationship with various stakeholders
• Evaluating model implementation challenges, including assessment of the business impact of new or updated models on risk measures or processes
• Maintaining the Group Model Register