Manager, NFR Validation

Job Summary

• Perform independent validation of new and existing models that are used in Non-Financial Risk domains such as Human resource management, financial crime risks, Operational risk, and / or models using Artificial Intelligence and Machine Learning approaches.
• Qualitative review of model development process including underlying assumptions & theoretical basis.
• Quantitative assessment of model performance through data evaluation and statistical testing.
• Documentation of validation findings and communication of results to senior management and presentation to relevant committees.
• Coordination with internal stakeholders on model issues, achieving suitable resolutions.
• Manage and complete the model validation from end to end, meeting the planned timelines and required standards.
• Recommend improvements in the models.
• Review regulatory requirements and industry practice regarding models.
• Assist Hea...