Credit Model Validation Manager
Core
Independent oversight and challenge of credit models for impairment, capital, stress testing, forecasting, and credit decisioning to ensure they are fit for purpose and governed appropriately.
Role type
Senior IC Credit Model Validation Manager
Builds
Independent validation reports, challenger models, and scalable analytical tools for the lending portfolio.
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modelling, Model risk management, Statistical analysis, SQL, Python, IFRS 9, Stress testing, Decision science scorecards, NPV modelling, Model governance
Preferred skills
AI-assisted analytical tools, Tableau, Looker, Go
Technologies
Google Cloud Platform, BigQuery, dbt, Python, Go, AWS
Responsibilities
Leading hands-on independent validation across the credit model portfolio; Reviewing and challenging key model-led credit risk assessments; Developing deep understanding of models to provide input and challenge to developers; Contributing to making validation scalable and technology-enabled; Reviewing ongoing model performance monitoring; Performing statistical analyses and model replication; Improving and embedding the Model Risk Framework.
Seniority
Senior, hands-on IC
