Lead Model Validation Analyst

Job description

About the team The Model Validation team supports the group function by ensuring that models are subject to robust governance and well understood in respect to their purpose, limitations and strengths. What you will be doing?: In this role is you will have the opportunity to execute model validation activity across a breadth of models and purposes ensuring that models are subject to robust and proportionate independent validation providing assurance to key model committees that the models are assured as to their quality and risk. In this interesting role, you will gain access to a number of senior stakeholders across the business whilst having the opportunity to support IRB project work. Please note this is a fixed term contract for period of 12 months. Your responsibilies will include: - Validation of models across all aspects of the model lifecycle. Including assessing the appropriateness of the data utilised, the methodologies, the performance of the model, the clarity of the model documentation, appropriateness of model monitoring, and the use of the model. In practice you will be expected to: - Perform independent analysis utilising statistical techniques to interrogate, revie...