Head of model risk management (international bank)

компания "cornerstone russia" main responsibilities: design and promote implementation of model risk management and model control framework (policy, guidelines) setting risk tolerance and evaluation of model and data risk to verify that it remains within risk appetite boundaries participate in model lifecycle management: maintain/updаtеmodel inventory model classification/tiering setting model documentation standards model monitoring model implementation assessment monitoring of: recommendations from the model validation function, internal audit recommendations, regulatorschr(39) recommendations. developing approaches of model risk monitoring and escalation of model risk events (incl. use of kri, mitigation/corrective measures and tools, ras) control over: development of models (framework level) completeness of model documentation timeliness of model validation/calibration quality of validation reports supervise development of action and remediation plans on model and data related issues/incidents management of model changes, including change procedures, notification process and responsibilities develop and execute risk assessments of various types of data risks across lines of business and control functions, e.g. data classification, data quality risk, data movement risk, data security controls and data governance provide organizational guidance and oversight of data risk management process through the cycle (data acquiring, storing, transforming, and using data) development of data risk controls in close collaboration with data governance function requirements: 3+ years’ experience in related area; solid understanding of model life cycle management and data governance; knowledge of risk management framework and elements; practical skills in non-financial risk management (processes, kris, etc.); strong data analytical skills (work with datasets); working knowledge of coding languages are desirable (e.g. r, python, sql); good written and verbal communication skills in english preferred: experiences in data and/or model risk management, modelling, model validation; experience in metadata management, data governance policy&process design, management information reporting with experience with data tools, analytics, reporting and technology experience ( i.e. axon/informatica, collibra, jira, tableau, microstrategy)