Are you an expert in data analytics? Do you enjoy understanding models and their background? Are you organized with an eye for detail? We're looking for someone like that to:
– review and challenge models used in operational risk management
– assess the conceptual soundness and appropriateness of different models and perform related outcome, impact and benchmark analyses
– run analyses on implementations to assess their correctness and stability
– carry out and document independent model validation in line with regulatory requirements and internal standards
– interact and discuss with model users, developers, senior owners and governance bodies
– support regulatory exercises