Vice President, Specialist, Model Validation, Risk Management Group
Core
Lead independent validation of credit risk models for wholesale and retail banking to ensure regulatory compliance and risk management effectiveness.
Role type
Senior IC model validation specialist (credit risk)
Builds
Validated credit risk models (PD, LGD, EAD, stress testing, scorecards) for corporate, CRE, mortgages, auto loans, and credit cards.
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling (PD, LGD, EAD, ECL), statistical modeling (regression, econometrics, time series), machine learning (logistic regression, decision trees, random forests, gradient boosting), Python, R, SAS, SQL, data analytics, model governance, regulatory frameworks (Basel, SR 11-7, CECL, IFRS 9)
Preferred skills
Post-graduate degree in quantitative discipline, experience with Gen AI and climate risk modeling
Technologies
Python, R, SAS, SQL
Responsibilities
Conduct end-to-end independent validation of credit risk models; evaluate model development methodologies and data quality; verify model implementation; review performance monitoring and backtesting; establish governance processes; prepare validation reports; challenge model developers; collaborate with stakeholders.
Seniority
Senior, hands-on IC
