Senior Model Risk Analyst
2 weeks ago
Job Description
- Support the Model Risk Officer in enhancing the Bank's model risk policy
- Assist the Model Risk Officer in the regular review of all Bank models and conduction of model risk assessment of new products and processes
- Participate in developing models for the Risk Management team
- Employ effective challenge and propose research-backed solutions to model owners and developers, to further optimize model performance. Conduct independent model validation when needed.
- Assist the Model Risk Officer in the maintenance of the Bank's model inventory
- Evaluate and analyze post-implementation model performance monitoring reports to ensure continuous satisfactory performance.
- Assist the model risk officer in preparing relevant reports regarding the Bank's model risk exposure, and models' compliance with relevant policies and regulations.
Requirements
- Must have at least 2-3 years of experience in developing and/or validating bank models (e.g., behavioral models, scorecards, valuation methodologies, authentication models)
- Banking or consulting firm background is a plus
- Proficient in data analytics and programming languages (e.g. R, Python, SQL, JavaScript)
- Knowledge in quantitative analysis and machine learning techniques is a plus
- Strong analytical, problem-solving, and critical thinking skills
- Above average written and verbal communication skills
- Comfortable working in a fast-paced, high-intensity work environment
- Amenable to work in Ortigas, Mandaluyong City
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