Primary Responsibilities:
* Conduct initial and ongoing validation of quantitative models.
* Develop, design, and prototype alternative models.
* Perform quantitative analysis and review of model frameworks, assumptions, data, and outcomes.
* Test numerical implementations of models and review associated documentation.
* Ensure compliance with governance requirements.
* Document findings in validation reports, including recommendations for model enhancements.
* Validate models in accordance with regulatory standards and industry best practices.
* Monitor the implementation of validation recommendations.
* Prepare model risk reports for the Model Oversight Committee and the Board.
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