Director, Independent Model Validation

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Job Purpose:
This role supports the Head of Model Validation in ensuring the integrity and robustness of risk models through independent validation processes. This includes both quantitative and qualitative assessment across a range of models to enhance our overall risk management framework.
Accountability:

1. Conduct independent pre- and post-implementation validation of risk models, including Retail/Non-Retail scorecards, PD, EAD and LGD and MFRS 9 models.
2. Perform comprehensive qualitative and quantitative assessments of model development processes and performance.  
3. Prepare thorough documentation of validation approaches, ...