- Working with the Board, CRO and Model Risk Management, oversee the management and monitoring of model risk in including model risk governance, inventory and validations.
- Propose a Model Risk Appetite, maintain relevant KRIs and report to the Board periodically.
- Maintain model governance documents (frameworks, policies or procedures) in so far as these are necessary by local regulation to supplement global model risk documentation.
- Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews. Manage stakeholder interaction with model developers and business owners during the model lifecycle.
- Lead Model Risk discussions with regulators around advanced model approvals within the bank
- Very strong interpersonal, influencing and analytical skills are required as the work involves frequent interaction with model developers, risk managers, other stakeholders as well as internal/external audit and regulators.
- Solid writing skills
Please send CVs to firstname.lastname@example.org or call me on 01 – 947 6327