VP, Model Risk Management

Full Time



Job Description:

The incumbent will contribute to implementing the model risk management framework including carrying out model risk governance activities and performing independent model validation. S/he will execute certain tasks around model risk governance, and have strong analytical skills to conduct independent model validation.

Job Duties

Include but are not limited to:

Model Validation:

  • Conduct independently and help the team to perform model validation by applying analytical skills for models defined in the model inventory and produce model validation reports
  • Independently coordinate the remediation of model validation findings and provide analytical guidance of the finding owners
  • Independently communicate with model developers/owner/users and senior management regarding validation findings and remediation activities

Model Risk Governance:

  • Support and drive the team to implement the activities defined in model risk management framework and ensures that the Bank’s model risk management framework continues to align with regulatory expectations
  • Support and drive the team to maintain model inventory and conduct annual model review/attestation processes
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