About the role

As a Model Validator, you will be responsible in validating and ensuring implementation of risk models such as Expected Credit Loss models, Internal Risk Rating models, application and behavioral scorecards, and Market Risk models for various bank portfolios. This is to support risk management and ensure regulatory compliance.

How you’ll contribute

• Assesses the data used in the development using exploratory data analysis to confirm that a robust database was used for risk modeling. Evaluates completeness of data by understanding fundamental business concepts and policies to cover essential information that is critical in the model development and validation
• Identifies risks associated with developed models using the regular validation reports to confirm that models remain appropriate for the given portfolio
• Recommends solutions or alternatives through the validation document to addres...