Senior Risk Modelling Operations Specialist

- Validate and re-validate new and in-used models according to internal and external regulations, check the overfitting, data leakage, concept drift, and overall model risk; review assumption, input risk factor, and compare benchmark vs challenger models if available; perform PSI, KS, AUC, Gini, calibration tests, population stability, vintage analysis, reject reference, etc.
- Prepare independent validation reports detailing model risk assessments, recommendations for improvement, and deployment conditions; provide technical and regulatory opinions regarding model suitability.
- Collaborate with stakeholders (Model Owner, Data, Product, Portfolio Management\) to check data quality, model logic; support requirements from Internal Audit, Independent Audit and SBV.
- Assess the model risk before submitting for approval.
- Contribute to refinishing model validation frameworks, policies, standard templates, and risk rating checklists.
- Support to monitor models (export data, recommend criterion, conduct reports, analyze issues)
- Other tasks assigned by Unit Head of Risk Modeling Operations.