Job Description

Group Company: Union Bank of the Philippines

Job Summary

  • Lead a team of model validators to assess, validate, and ensure the accuracy and compliance of mathematical and statistical models used across the organization. The Model Validation Unit plays a key role in maintaining the bank's risk management and decision-making processes by reviewing and assessing the reliability of these models.

Responsibilities

  • Set the team's work plan, supervise and coach Model Validation officers to ensure that the validation of models is performed according to the approved model validation process and timelines, thereby complying with the policies set forth by the bank and the BSP.
  • Conduct research, develop appropriate model validation frameworks and processes, ensuring that models are managed effectively so that they remain accurate.
  • Review and sign-off on model validation reports summarizing findings, documenting ...

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