3/28/2023 0 Comments Model risk manager jobs![]() ![]() ![]() Coordinate with multiple stakeholders to ensure timely CAP resolution. ![]() Perform model governance self-assessment, identify exceptions / findings to communicate to Senior Manager, and set up corrective action plan (CAP) as appropriate.Effectively support setting up of standards, designing workflows, ensuring control and compliance of regulatory submission, such as CCAR, ICAAP, CECL, IFRS9, etc.Achieve effective challenge to model run results to fulfill the regulatory stress testing and business credit planning objectives. Participate in logistics and model usage support to Global on CCAR/CECL/ Annual Loss Forecasting submission.Coordinating with Global Model Production Team to schedule periodic model run and obtain model results to support countries CCAR/CECL/ICAAP Credit Loss Forecasting submission. macroeconomic forecasts) are provided in a timely manner to facilitate periodic model run as per regulatory timeline. Tracking all work and approval status with MRM and countries. Coordinating, and reviewing before submission to Model Risk Management (MRM), all model documentations including Validation, Re-validation, Annual Model Review, Ongoing Performance Assessment, overlay documentation, closure of model limitations.countries, modelers, credit risk oversight seniors) to ensure annual model development / enhancement plan to address model issues identified. ![]()
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