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...