Manager, Risk Data & Model Implementation

Model implementation and model monitoring (75%) 

• Understand risk model needs and gather detailed requirements for model implementation and model ongoing monitoring. Translate gathered requirements from Model Development and Risk reporting team into production model implementation requirements for IT teams and Business Units teams. 

• Work with Model Development, Risk Reporting, and IT to build an efficient model development stream that best supports data driven risk management in the Bank.  

• Contribute to the development of Model Monitoring solution used for ongoing monitoring of AIRB/ICAAP/IFRS9 models using python. 

• Document model specifications, production data attestation, and implementation details of the AIRB models. 

• Conduct thorough testing of development data and production data for model implementation to ensure accuracy and reliability. 

• Develop API and in some cases GUI for various application including the model monitoring framework. 

• Collaborate with model development, model validation, and IT teams to ensure model implementation is correct and expected. 

• Leverage leading-edge technology to automate model implementation to shape the future of Risk Delivery in the Bank 

• Support risk models end-to-end testing to ensure the flow between various application from data to models and downstream processes is accurate and flawless. This requires in-depth understanding of the models and ability to understand various technologies involved. 

Risk Data Management (15%) 

• Design, develop, maintain, and run processes to load and transform data from external sources. 

• Create, maintain and run the data pipeline to receive data from external data providers and supply data were needed using cutting-edge technologies.  

• Prepare summary statistics on external data (e.g., trends, completion rates) for relevant stakeholders such as model development, model validation teams. 

• Prepare ad-hoc analysis to support model development e.g., the trend in realized LGD over time. 

• Prepare and submit internal default and loss data to GCD. 

Client Relationship Management (10%) 

• Develop and maintain effective relationships with the model development, model operation, model validation, technology teams, and business units to ensure AIRB program success. 

• Escalate difficult or complex project-related client issues to Director, risk data & model implementation, and/or to senior leadership.