Creation and deep dive into model monitoring, insights and assessment packs compliant with the Group Model Risk Policy and Group Model Risk Standards
Understanding the key drivers of the model performance and recommending any mitigation or remedial action to the model users
Liaising closely with the IFRS modeling team, Regional Head of Analytics to socialize the model monitoring outcome, incorporate/ enhance approach accordingly
Managing the monitoring delivery for HBAP, HBUK, MENAT, MX, CE and CA regions
Comprehensive and detailed monitoring packs and analyses in place for peer and senior management review
Active involvement in review conducted by Second and Third line of defense
Mentoring and project management for other team members
Support ad-hoc requests in support of the business as necessary
Drive standardization of analysis and processes to gain efficiency