About this role
Conduct independent validation and governance of bank-wide AI systems, machine learning, statistical and econometric models, performing quantitative and qualitative tests (e.g., backtesting, sensitivity and scenario analysis) and producing reports for senior management and regulators. Manage model documentation, data validation, benchmarking, and remediation follow-up in compliance with MRM and AI policies and relevant regulations.
Skills for this role
Model Risk ManagementModel ValidationAI SystemsMachine LearningCECLStress TestingAnti-Money Laundering (BSA/AML)Economic SanctionsCustomer Risk RatingsFair LendingValuation ModelsStatistical ModelingEconometric ModelingBacktestingSensitivity AnalysisScenario AnalysisBenchmarkingData ValidationModel DocumentationModel GovernanceMRM Model Validation toolRegulatory ComplianceReport WritingStakeholder Management