01 Zakres zadań
- Serve as Model Sponsor Delegate for a designated portfolio of wholesale risk rating models within the PMG Risk Ratings team
- Act as first-layer reviewer across all model lifecycle stages: review Model Development Documentation, assess model performance, assumptions and limitations
- Support remediation of model limitations through root cause analysis and design of overlay methodologies
- Ensure adherence to model control and governance frameworks, including model inventory reviews, attestations and model decommissioning
- Conduct model and portfolio-level risk analysis on rating distributions, qualitative adjustments and downstream impacts on stress testing and reserves
- Partner with Model Sponsors, Model Developers, Model Risk Management and regulators on governance activities, reviews and audits
- Liaise with technology teams to ensure proper implementation of model methodology, including UAT activities
- Hybrid working model with up to 2 days working from home per week
