Hybrid Chapter Lead – Credit Model Validation, Model Risk Validation

Posted last month

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About the role

  • Lead a team of credit risk model experts across Australia and India
  • Recruitment, retention, coaching, and career development
  • Planning, monitoring, and finalising model validation tooling and activities
  • Maintaining the quality and consistency of team deliverables, including leading some individual validation activities
  • Drive strategic transformation
  • Leading the development of tooling to accelerate validation workflows
  • Embed changes to model validation frameworks
  • Lead continuous improvement in model monitoring methodology and metrication
  • Collaborate with key stakeholders Model development, model owner and monitoring teams
  • Regulatory presentations and responses

Requirements

  • ~10 years hands-on experience in model development and/or validation
  • Degree in Statistics, Mathematics, Data Science, Physics, Engineering, Computer Science, Actuarial Studies, or related field
  • Advanced knowledge of APRA's prudential regulation, standards and guidance for models used to calculate Risk Weighted Assets and AASB9 requirements for provisioning models.
  • Familiarity with model risk governance and validation processes.
  • Fluency in coding languages such as R/SQL/Python.
  • Advanced knowledge of well-established and emerging statistical modelling and modern data science methodologies and tools: Quarto/JupyterLab, and Git / Github / Github Copilot.
  • Experience with AWS Sagemaker, AWS Bedrock, and H2O.ai is preferable.
  • Sound understanding of software engineering concepts to support the development of tooling - experience in generative AI preferable.

Benefits

  • Health insurance
  • Retirement plans
  • Paid time off
  • Flexible work arrangements
  • Professional development

Job title

Chapter Lead – Credit Model Validation, Model Risk Validation

Job type

Experience level

Senior

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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