Model Risk Management & Validation

Key Responsibilities:

• Independently validate all credit risk models (application, behavioral, fraud, collection, etc.).
• Design and execute model validation methodology including back-testing, stability, calibration and performance monitoring.
• Continuously monitor model performance and recommend recalibration or redevelopment.
• Explore, assess and onboard new internal and external alternative data sources.
• Conduct portfolio analytics to identify model drift and emerging risks.
• Develop model governance documentation and ensure regulatory compliance.
• Partner with Modelling, Business, Data and IT teams to improve model effectiveness.

Requirements:

• 6–10+ years in Risk Analytics, Model Validation, Credit Risk Analytics or Data Science.
• Strong understanding of statistical modelling and validation techniques.
• Proficient in SQL; Python/R preferred.
• Experience in digital lending, consumer finance, fintech or digital banking.
• Strong analytical and communication skills.
• Experience with alternative data is preferred.