Manager, Retail Model Validation

Job Summary

Support GMV senior manager in performing an independent validation of new and existing models used in risk management, capital calculation, stress testing, etc. Tasks include reviewing model development process, underlying assumptions, quantitative assessment of model performance, documentation of validation findings, and communicating results to senior management and relevant committees.

Key Responsibilities

• Support GMV senior manager in performing independent validation of models used in risk management, capital calculation, stress testing, etc.
• Qualitative review of model development process and underlying assumptions/theoretical basis.
• Quantitative assessment of model performance via data evaluation and statistical testing.
• Document validation findings and communicate results to senior management and relevant committees.
• Review regulatory requirements and industry practice regarding the mode...