Job Description

Job Description

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Model Validation (75%)

  • Support senior managers in the development and execution of overall work plan
  • Manage assigned validation/review projects and ensure a timely delivery of the validation report with high quality.
  • Support senior managers in the on-going monitoring of AML and Fraud models to identify early warning of model performance deterioration and ensure proper mitigation/action plan in place in such situations;
  • Perform research and analysis of applicable methodologies; benchmark model owners’ approaches; and present and recommend appropriate alternative for model developers;
  • Produce validation reports, with clarify of issues and actionable items, including recommendations, to help the lines of business enhance the validated model
  • Ensure model inventory is accurate and up-to-date, reflecting the model attributes as evidenced in relevant documentations.
  • Provide regular updates o...