Credit Model Validation Manager (Machine Learning & NPV Models)
Core
Providing independent oversight and challenge to model development teams to ensure credit models deliver good outcomes for customers.
Role type
Senior IC Credit Model Validation Manager
Builds
Independent validation of credit decisioning models, IFRS9 stress testing, and economic response models for a digital bank.
Domain
Financial Services / Credit Risk / Machine Learning
Deliverable
production ML models
Required skills
Credit risk modelling, Machine learning, Statistical analysis, Python, SQL, Data visualisation
Preferred skills
IFRS9, Stress testing, Economic response modelling, Tableau, Looker
Technologies
Google Cloud Platform, dbt, BigQuery SQL, Python, Go, AWS
Responsibilities
Leading hands-on independent validation of models used for credit decisioning, Supporting oversight and validation of broader credit risk models, Developing deep understanding of credit models to provide input and challenge to developers, Reviewing ongoing model performance monitoring, Performing statistical analyses to independently assess model performance, Improving the Model Risk Framework, Writing clear and impactful model validation reports, Partnering with first line of defence credit strategy and modelling teams
Seniority
Senior, hands-on IC
