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Model Validation
Perform model validation for market risk and counter-party credit risk models Validate both technical and functional aspects, including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance, as well as the functional assessment of using the model for regulatory and business applications. Perform and review validation tests, discuss findings with internal and external stakeholders, write validation reports, and managing model risk on an ongoing basis. Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit, and operational. Manage model validation, ongoing performance evaluation, and annual model reviews. Produces ana


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