Risk Modelling Specialist

2 weeks ago

Auckland City, New Zealand Potentia Full time

**The opportunity**:
Are you looking for a challenging and rewarding opportunity in model validation? Our client is seeking a talented and experienced Model Validator to join their team. In this role, you will work closely with model owners and various teams to understand and challenge models, conduct validations and peer reviews, support the risk function within the business

**Company profile**:
Our client is a New Zealand-based financial institution that provides a wide range of financial products and services, including retail, business, and rural banking, wealth management, and insurance. They are committed to providing innovative and customer-focused banking solutions to meet the needs of individuals and businesses

**The role**:

- Liaise with model owners and work collaboratively with various teams to understand and challenge the model and the follow of end-to-end information through the model to an output. Ensure the validation scope is adequate
- Conduct Validation and Peer Review activities in accordance with company Model and Tool Validation Standard. Ensure the diagnostics and quantitative analysis in validation is sufficient, the model methodology and results are challenged appropriately, testing evidence are well documented and ensure validation report is written at a high standard
- Support the model owners and Risk teams to understand, raise and formalise action plans relating to issues/incidents identified during the validation process. Escalate to relevant stakeholders and senior management when required
- Perform pre-scoping assessment for models in validation pipeline and effectively communicate with model owners on the readiness of their model. Work collaboratively with Risk Partners to facilitate and provide solutions for model retirement
- Conduct RAS reporting and support model risk group community
- Coach and lead senior analysts in Model Validation teams by providing guidance
- Encourage each other in the team to share learnings and knowledge

**Knowledge and skills**:

- 5+ years of analytics professional working experience in deep technical data analytics, model development or validation. Advanced statistical modelling, analytical and data mining is essential. Market and Treasury Risk modelling experience, or Audit experience is preferred but not essential
- Tertiary qualifications, in a quantitative discipline such as mathematics, statistics, econometrics, actuarial science, engineering and data science
- Proficient in SQL and SAS, R or Python is preferred but not essential
- Clear communicator and good stakeholder management skills, including ability to interpret and report complex material and make sound recommendations to a range of stakeholders, and maintain good working relationship

If you are seeking to join a dynamic team focused on innovation and value creation, please submit your resume for consideration.
- Matt Goh Senior Consultant
- 022 306 6765

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