Execute independent validation of all internal and vendor-developed models across multiple risk domains (Credit, Market, Operational, and emerging areas) ensuring full independence from model development and strict compliance with internal policies and global regulatory standards (e.g., BSP, SR 11-7, Basel).
Qualifications:
- Graduate of Statistics, Mathematics, Physics, Engineering, or Economics
- At least 12 months of experience in model development, implementation, or validation
- Strong statistical analysis skills
- Experience in statistical programming, data science, AI/Machine Learning, and data analysis/processing
- Knowledge of banking operations, portfolios, and services
- Familiarity with internal, domestic, and global banking regulations
- Excellent interpersonal, communication, and presentation skills