Manager- R&C at IBM
- Perform independent validations and reviews of models/EUCs across the model lifecycle under supervision of the US team.
- Assess model conceptual design, methodology, assumptions, limitations, data quality, implementation, and usage.
- Conduct quantitative testing, including:
- Outcome analysis
- Benchmarking
- Back-testing
- Sensitivity analysis
- Stress testing
- Performance monitoring reviews
- Evaluate model development documentation and supporting evidence.
- Verify compliance with internal model risk policies and regulatory guidance.
- Assign validation findings and risk ratings based…
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