Our client is seeking a highly experienced Director-Validation Lead to join their global Model Risk Management (MRM) team. This role offers the opportunity to lead independent model validations of Wholesale IRB models, drive partial automation of validation activities in Python, and mentor junior team members.
What you'll do:
As a Director-Validation Lead, you will play a crucial role in our client's Model Risk Management (MRM) team. You will be responsible for leading independent model validations of Wholesale IRB models, ensuring compliance with internal and regulatory expectations. Your expertise in Python will be instrumental in driving the partial automation of validation activities. Furthermore, your leadership skills will shine as you guide and support more junior team members, fostering a culture of excellence within the team.
- Leading independent model validations of Wholesale IRB models with the help of more junior team members.
- Validating remediation activities completed by the 1LOD to ensure appropriate resolution of identified issues.
- Working with relevant stakeholders to ensure that newly developed Wholesale IRB models are compliant with internal and regulatory expectations.
- Staying informed about the current regulatory requirements from different regulatory bodies.
- Driving the partial automation of validation activities in Python.
- Actively supporting and helping more junior team members by upholding a culture of excellence & ownership in the team.
What you bring:
The ideal candidate for the Director-Validation Lead position brings extensive experience in developing or reviewing Wholesale IRB models. You possess comprehensive knowledge of statistical model and scorecard development techniques and are proficient in statistical modelling software such as SAS, Python, R, Matlab, C++, or VBA. Your ability to present complex statistical concepts and results to non-technical audiences sets you apart. A team-oriented mentality combined with your ability to complete tasks independently to a high-quality standard makes you an ideal fit for this role.
- Extensive experience in developing or reviewing Wholesale IRB models.
- Comprehensive knowledge of statistical model and scorecard development techniques.
- Experience with statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA.
- Ability to present complex statistical concepts and results to non-technical audiences in a compelling manner.
- Team-oriented mentality combined with ability to complete tasks independently to a high-quality standard.
- Extensive knowledge of the applicable regulations on Wholesale IRB models by EBA/ECB, PRA or HKMA.
The successful candidate will enjoy a competitive pay and benefits package, including private healthcare, enhanced maternity and adoption support, and a generous contributory pension scheme.
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
