Assistant Vice President - Treasury Model Validation - Bank

Primary Responsibilities - Model Validator

Model Validation : Perform end-to-end validation of models ensuring accuracy, reliability, and compliance with regulatory and business objectives.

• Analyze model inputs, data quality, and transformation processes.
• Evaluate model framework, segmentation, variable selection, and assumptions.
• Review model code for correctness and collaborate on fixes.
• Assess model performance via backtesting, scenario analysis, and benchmarking.

Risk Mitigation : Identify model risks, provide effective challenge, and recommend mitigation strategies and & Reporting : Prepare clear, comprehensive validation reports for technical and non-technical audiences, adhering to internal standards.

Governance & Monitoring : Maintain model governance documentation, monitor model performance, and present results to MRM leadership.

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Experience :

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