Senior Modeling Validation

Responsibilities

• Perform qualitative and quantitative validation on risk models, including machine learning models
• Assess model logic, assumptions and technical approaches, and evaluate model implementation and performance
• Perform data analysis and data quality check on large data sets through the use and/or development of algorithms
• Manage validation process including planning, executing project activities, monitoring milestones, controlling quality of deliverables
• Prepare validation reports and communicate to the management, auditors, and other related stakeholders
• Establish and review policies and procedural guidelines regularly
  

• Degree or above in Financial Mathematics, Data Science, Statistics, Finance, Computer Science, Economics, or related disciplines
• Above 3 year experience in model-related activities such as development implementation, application or validation of varying models in financial services industry is preferred
• Proficiency in technical tools such as Python, SQL
• Candidates with model audit experience are also considered
• Strong problem-solving ability with passion for analytic excellence
• Able to work independently and under pressure
• Good command of written and spoken English