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VP, Credit Risk Model Owner

  • White Plains, NY
  • Full Time

Apply for the VP, Credit Risk Model Owner position

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Office Status: Hybrid
Salary: Up to $175,000

Responsibilities:
• Conduct model performance monitoring based on monitoring plan and subsequent revisions, communicate with team
leads and model validation team
• Maintain the credit risk related model inventories, work with model validators to prepare the model documentation
package, findings remediation, model attestation, etc.
• Develop internal credit risk rating models collaborating with Tokyo Head Office, Model Validation team and external
vendors
• Lead credit risk model related projects and report it to senior management
• Periodic monitoring on the use of credit models to identify and examine the need for enhancements of the models and
their user guidance including training to model users
• Enhance model management, governance processes and model documentation standards to improve efficiency and
accuracy of model validation process
• Communicate with various model stakeholders, including model users, model validators and internal auditors across
the bank including Tokyo Head Office
• Report to team leads and senior management and also lead and train junior members
• Recommend enhancements to data management process to improve efficiency and accuracy of ongoing performance
monitoring
• Make presentations to senior management and regulators about credit risk related models and make trainings to
model users
• Strong knowledge of Model Risk Management framework, regulation and industry practice (Experience related to
Credit Risk Rating Model is better)
• Excellent experience and knowledge as Credit Risk Model Owner including developing credit rating models and
documentation
• Strong presentation skills to create visualized charts/materials for readers including regulators and senior management
• Demonstrated ability to work independently and successfully manage multiple priorities and stakeholders under
pressure
• Ability to communicate appropriately at different levels of the organization to build collaborative relationships