Model Compliance Validator | Risk

Within the Model Risk Management (MRM) department the Credit Risk & Non-Financial Model Validation teams are organized into four teams: Regulatory Credit Risk & Scoring Model Validation, IFRS9 and Credit Stress Test Model Validation, ALM Model Validation, and Compliance & Non-Financial Risk Model Validation.

The "Compliance and Non-Financial Risk Model Validation" team is looking for a Quantitative Analyst to validate models for Compliance, Operational Risk, and Non-Financial Risks."

The collaborator will be tasked with validating models in the Compliance and Non-Financial Models domain. The responsibilities associated with this validation process include:

• Evaluating the risk dimensions of models (including data, methodology, performance, monitoring, usage, and documentation)
• Preparing a validation report and presenting findings to the validation committee
• Monitoring the implementation of recommendations designed to enhance the models
• Conducting oversight of regulatory and methodological developments