Your next challenge:
- Perform validation on all different types of models used at BIL.
- Contribute to continuous improvement of validation methodologies and practices.
- Contribute to the improvement of different aspects Model Risk Management (e.g. model risk measurement).
- Validation of models of various types used in risk management and for other business purposes.
- Writing of validation reports.
- Presentation of validation results in the Model Risk Committee.
- Follow-up and tracking of validation recommendations.
- Participation in team knowledge sharing sessions.
- Maintenance of team documentation and code library.
- Contribution to the Model Risk Rating and other tools.