Associate Director, Model Risk Management

Join the Group Risk Management team as an Associate Director focused on Enterprise Model Risk Management. Utilize your expertise in credit risk systems and modeling to lead validation processes.

As an Associate Director or Senior Analyst in Enterprise Model Risk Management, you will validate the Bank's credit risk rating systems, emphasizing Wholesale and Retail. You will analyze acquisition models and AIRB parameters, providing insights into credit risk metrics such as Probability of Default and Loss given Default. Your analytical skills will be crucial in developing methodologies and tools for effective validation.

Key Responsibilities:

• Validate Wholesale and Retail credit risk systems and models

• Analyze data using statistical techniques for validation

• Execute quantitative and qualitative tests on risk ratings

• Enhance validation approaches aligned with project timelines

• Deliver findings and engage with stakeholders for remediation

Requirements:

• Experience in model development/validation in finance

• Strong skills in Python, SAS, SQL, and Excel

• Understanding of credit risk data structures

• Experience with AI/machine learning modeling techniques

• Graduate degree in a quantitative field

Leverage your model risk expertise and analytical skills to impact credit risk validation at a leading financial institution.
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