Model Validation Analyst

The Model Validation role involves the validation of models for measuring and analyzing wholesale credit risk and climate risk for wholesale obligors. They conduct analyses using wholesale credit risk and climate risk data, and use model performance metrics to monitor the risk of the models. This role is vital to the company as it serves to mitigate the risk in the development, implementation and use of models used in key bank processes, including risk management. What you will do : Perform in-depth and rigorous model validations, annual model reviews, ongoing performance monitoring and model limitation remediation reviews. Provide effective challenge to the model development process and instigate appropriately prioritized follow-up action as and when required.…