Senior Model Risk & Validation Architect

White Cloak Technologies, Inc.; Philippines; On-site; PHP 1,800,000 - 2,500,000; Full time

Job summary

White Cloak Technologies, Inc. in the Philippines seeks a Model Risk & Validation Specialist to independently review and monitor risk models for reliability and regulatory compliance under BSP standards.

The role spans model validation, monitoring, issue tracking, and risk oversight across banking models. Responsibilities include evaluating methodology, data sources, performance, and applying effective challenge.

Qualifications

• Bachelor's degree in a quantitative field.
• 5+ years of experience in Model Validation / Model Risk Management / Validation tracking.
• Experience with IFRS 9 / ECL, credit risk models or banking risk models preferred.
• Proficient with SQL, Python, R, SAS or similar analytical tools.

Responsibilities

• Conduct independent reviews of risk and Non-AI/ML models prior to implementation.
• Assess model methodology, data sources, performance, limitations, documentation and use.
• Review model changes, recalibration, redevelopment and scope changes.
• Identify model risks, gaps and provide recommendations.
• Review monitoring results, performance metrics and back-testing.
• Identify deterioration, threshold breaches, and emerging risks.
• Evaluate root-cause analyses and remediation plans.
• Prepare validation reports, monitoring assessments and risk docs.
• Track findings, remediation plans and closure of issues.
• Support model inventory, validation tracking and regulatory reporting.

Skills

Analytical skills

Critical thinking

Technical documentation

Education

Bachelor's degree (Statistics / Mathematics / Economics / Data Science / Engineering / Finance or related field)

Tools

SQL

Python

R

SAS

Job description

White Cloak Technologies, Inc. in the Philippines seeks a Model Risk & Validation Specialist to independently review and monitor risk models for reliability and regulatory compliance under BSP standards.

The role spans model validation, monitoring, issue tracking, and risk oversight across banking models. Responsibilities include evaluating methodology, data sources, performance, and applying effective challenge.