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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

• Conduct independent pre- and post-implementation validation of risk models, including Retail/Non-Retail scorecards, PD, EAD and LGD and MFRS 9 models.
• Perform comprehensive qualitative and quantitative assessments of model development processes and performance.
• Prepare thorough documentation of validation approaches, findings,...