AML Model Validation Manager

AML model validation leads this manager role, using strong Python skills across financial services models. The work spans AML, treasury, and credit risk.

With 3+ years in quantitative modelling or model validation, you will assess transaction monitoring and customer risk rating models. You will also examine treasury and credit risk models, including ICAAP stress testing, interest rate risk, liquidity, IFRS 9, and AIRB. The role values clear communication with technical peers and management.

Key Responsibilities:

• Validate AML, treasury, and credit risk models
• Review documentation, assumptions, data, methodology, and performance
• Run outcome, sensitivity, scenario, and benchmark testing
• Write reports defining limitations and effective use
• Provide independent feedback to model developers

Requirements:

• 3+ years in quantitative modelling or model validation
• Experience validating or developing AML models
• Strong Python skills; MATLAB is a plus
• Master's degree in a quantitative field
• Ability to explain complex concepts clearly

Apply model validation, AML expertise, and Python analysis across risk models under the Bank's Model Risk Management Framework.