Data Scientist-Model Validation

3 weeks ago


Metro Manila Philippines Buscojobs Full time

Overview

The Model Validator's primary responsibility is to assess, validate, and ensure the accuracy and compliance of mathematical and statistical models used across the organization. It plays a key role in maintaining the bank's risk management and decision-making processes by reviewing and assessing the reliability of these models.

Responsibilities
  • Align with the team\'s work plan and ensure that the validation of models is performed according to the rules set forth by the bank and the BSP.
  • Conduct validation of bank models, ensuring that models are managed effectively so that they remain accurate.
  • Prepare detailed validation reports summarizing findings, documenting validation procedures, and providing recommendations for model improvements.
  • Ensure satisfactory and timely validation of models assigned to the validator.
  • Align with team timelines to ensure timely and satisfactory output.
Qualifications
  • Bachelor's degree in a quantitative field (mathematics, statistics, finance, economics, computer science, etc.) with 3+ years of relevant work experience.
  • Master's degree in any relevant field is preferred.
  • Strong analytical, statistical, and technical skills.
  • Proficiency in programming languages (e.g., Python, R, SQL).
  • Knowledge of machine learning, statistics, and modeling techniques.
  • Familiarity with regulatory requirements and industry standards is preferred.
  • Effective communication and collaboration skills.
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