?Work with a Leading Bank’s Risk Management team on specific projects/requirements pertaining to Model Risk Management
?Carry out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy for CCAR, PPNR and consumer risk models
?Support MRM team leads in model evaluation of Very High/High/Medium High Risk Level models and related transactions
?Utilizing SAS, Interthinx (ITX) and other Microsoft Office products, identify key model soundness, development, and implementation issues, and recommend solutions to mitigate them.
?Perform Independent Validation including but not limited to model eligibility assessment through updating the model validation reporting templates toward model risk management reviews
?Prepare documentation as per business requirements. Review loss forecasting, stress testing and macro-economic forecasting models; OR writing model validation reports based on his / her judgments of the evaluations results.
?Take complete ownership of the project and co-ordinate with customer and all other stakeholders