Job Description

The position reports to AVP, Non-retail Model Validation group. Detailed accountabilities include:

  • Lead a team of quantitative professionals to validate the TBSM Integration /Aggregation models for IRRBB reporting (xFP metrics, EVE and NII), Hedge Accounting (HA) reporting, and Funds Transfer Pricing (FTPs)
  •  Work with team to develop an effective and efficient validation testing plan based on structure / design of different aggregation system and complete validation in time to support various business initiatives and regulators' requirements.
  •  Supervise team's validation work to ensure capture all material & critical model limitations and execution / implementation accuracy of the validation testing.
  •  Support team to have an effective communication with different stakeholders from 1st line and in-time solve model limitations / issues to meet validation lead time target.
  •  Work with team to deliver high quality model validation reports with adequ...

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