Description
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The Senior Quantitative Analyst is expected to independently assess the design, performance, and implementation of Pre-Provision Net Revenue (PPNR) forecasting and stress testing models to ensure they are conceptually sound, fit for purpose, and compliant with internal model risk management standards and regulatory expectations. Key responsibilities include:
Independent Model Review: Evaluate model methodology, assumptions, and design to ensure conceptual soundness and alignment with intended use.Data and Model Development Assessment: Assess the quality, relevance, and appropriateness of model development data, model construction, and segmentation.Performance and Outcome Validation: Conduct or review testing to evaluate model performance, robustness, and the reasonableness of outputs under various scenarios.Implementation and Monitoring Review: Verify model implementation a...