Duties:

1. Articulate complex concepts & findings, highlight narratives accounting for diverse senior management via emails, meetings or at different committee meetings
2. Present data & validation results in a compelling manner to support decisions to respective committees
3. Prepare part/whole deck, memos, slides etc. to be used at respective committees
4. Employ advanced statistical & mathematical techniques in validation activities with proficiency
5. Develop & implement comprehensive testing framework based on SR11-7 and other regulatory guidelines
6. Identify limitations & devise controls to mitigate any associated inherent model risk
7. Validate complex models covered including but not limited to Pricing, VaR, Compliance, Market & Liquidity risk
8. Review and close findings on models in line with regulatory requirements
9. Maintain detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC)
10. Conduct risk assessment testing & discussions with relevant stakeholders