Description
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The position works closely with MGM teams, Retail Model Development (MD), Layer 6 (L6), Model Validation (MV), Model Risk Management (MRM), Line of Business Risk Management teams, and a number of external business partners with the following key accountabilities:
Assist in Model Monitoring code development, maintenance, and enhancements, including code reviews, as required.Assist in the development and ongoing improvement of MGM’s Model Monitoring and Governance Framework. This includes monitoring activities relating to the execution and documentation of:Model Performance Monitoring (Accuracy, Discrimination, Performance Trending Analysis)Population and Characteristic Stability AnalysisData MonitoringSupport multiple ad-hoc requests relating to model performance, working closely with partners in MV, MRM, MD and MGM.Support Annual Model Reviews and Ongoing Model Validations, ensuring concise and accurate quantitative...