Our client is seeking a highly experienced individual to join their team as a Director, Model Data Validation Lead. You will have the chance to lead data validations and assess the quality of data used for Wholesale Credit Risk PD/LGD/EAD Model Development from a second line of defence perspective. The role also involves leading the development of Python codes library for statistical analyses and tests.
What you'll do:
As a Director, Model Data Validation Lead, you will play a pivotal role in leading data validations, assessing the quality of data used for Wholesale Credit Risk PD/LGD/EAD Model Development. Your expertise in Python coding will be crucial in developing a library for statistical analyses and tests. You will critically assess these tests before incorporation into the library. Your leadership skills will shine as you improve existing codes, enhance data flows across various systems, and drive efficiency across the model life cycle. Your ability to deliver timely and accurate reports will support effective model risk management. Furthermore, your analytical acumen will be key in leading change projects that enable efficient model risk management.
- Leading data validations to assess the quality of data used for Wholesale Credit Risk PD/LGD/EAD Model Development
- Leading the development of the Python codes library for statistical analyses and tests
- Critical assessment of the statistical tests to be incorporated in the library
- Leading improvements of existing codes and report creation tools
- Leading enhancements to data flows across systems used in the bank and processes to drive efficiency across the model life cycle
- Delivering timely and accurate reports and solutions to support the management of model risk
- Leading analytical and highly quantitative change projects to enable first line of defence to manage model risk efficiently and effectively
What you bring:
The ideal candidate for this Director, Model Data Validation Lead position brings significant experience in data preparation for Wholesale Credit Risk IRB or IFRS9 models. Your experience with large automation projects coupled with advanced programming skills in Python and SAS sets you apart. Familiarity with Azure, GCP and ML libraries like TensorFlow would be a plus. Your ability to present complex statistical concepts and results to non-technical audiences in a compelling manner will be highly valued. Lastly, your innovative thinking and understanding of the latest ways of working will contribute greatly to our team.
- Significant experience on data preparation for Wholesale Credit Risk IRB or IFRS9 models (discovery, structuring, cleaning)
- Experience with large automation projects
- Advanced programming skills in Python and SAS
- Experience with Azure, GCP and ML libraries (e.g. TensorFlow) would be desirable
- Ability to present complex statistical concepts and results to non-technical audiences in a persuasive manner
- Innovative thinking with understanding latest ways of working
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
