• Conduct model validation and ongoing monitoring activities (e.g. annual model reviews, re-validations) for new and existing models

• Provide validator assessment by writing a comprehensive validation report based on his/her judgment of the validation results

• Help manage model risk across the model lifecycle by identifying model limitations and appropriate remediation actions, tracking workflows to ensure timely completion, and escalating issues of concerns

• Challenge and continually improve Model Risk Management Guidance on modeling approaches and model performance testing.

• Contribute to strategic, cross-functional initiatives within Model Risk Management organization

• At least 3 years of experience in consumer predictive modelling, preferably some experience in Model Risk Management with model validation responsibilities
• Masters degree in a quantitative field (e.g. Statistics, Economics, Mathematics, etc.)
• Sound knowledge of Statistics/ Econometrics and Data Mining Methods
• Solid writing skills
• Strong communication skills as the work involves frequent interaction with model developers, risk managers and other stakeholders
• Ability to challenge models and identify model risk, especially on conceptual soundness, data quality, model development process

Strong technical skills and experience in programming languages