Job Purpose

This role supports the Head of Model Validation in ensuring the integrity and robustness of risk models through independent validation processes. This includes both quantitative and qualitative assessment across a range of models to enhance our overall risk management framework.

Accountability

• Support senior staff in conducting pre- and post-implementation validation of risk models, including Retail/Non-Retail scorecards, PD, EAD and LGD and MFRS 9 models.
• Assist senior staff in performing comprehensive qualitative and quantitative assessments of model development processes and performance.
• Contribute to the preparation of documentation of validation approaches, findings, and analysis.
• Support the recommendation of potential improvements or enhancements based on validation outcomes.
• Assist in tracking the progress of corrective actions and provide regular updates to senior staff.
• Suppo...