- Lead independent validation of credit decisioning, machine learning, decision science and NPV models.
- Assess whether models are fit for purpose, appropriately governed, explainable and performing as expected.
- Support oversight and validation of IFRS9, stress testing and economic response models.
- Review ongoing model performance monitoring and support first-line teams when action is required.
- Perform statistical analyses and develop challenger models where appropriate.
- Improve the Model Risk Framework, including its policies, standards and procedures.
- Write model validation reports and present findings and actions in relevant committees.
- Partner with credit strategy, modelling and wider risk teams to embed the framework and consistent validation standards.
- Lead adoption of AI tools to enhance the model validation approach.