TheModelRisk & Validation Leadpositionisacrucialrole on the Model RiskManagementteam, whichis a new and expandingunitat Guardian. As such, this person will have the opportunity tocontribute to the strategy and execution of thisdevelopingteam.
TheModel RiskManagementteamoverseesascope of productsincludingbut not limitedtolife, annuity,disability, groupbusiness, and funding agreements, with a focus onstatutory and economicframeworks.Riskspertaining tothe emerging and quicklyevolving space of artificial intelligence will command specific attention, as well as those related to assumption governance and oversight. Effective collaboration and engagement amongst the internal team as well as with the various business areas isessential towards achieving successin this role.
You will
Reviewing the end-to-end process of the model, which includes the input, calculation, and output components, as well as the governance procedures, controls, and other relevant aspects of the models and processes.
Contribute to the continued growth and development of artificial intelligence, machine learning, and advanced analytics risk management through independentgovernance andvalidation activities within the Model Risk Management framework.
Support the Head of Model Risk Governance through independent assessment and challenge of model assumptions within the Model Risk Management framework, including reasonableness, limitations, interdependencies, governance controls, alignment with intended use, and experience tracking.
Maintain and manage the model validation findings inventory, including issue severity assessment, remediation tracking, and validation closure support.
You are
A strategic thinker, with the ability to connect the dots across the organization,and develop creative solutions to dynamic,complex, and uniquebusiness challenges.
You have
Reporting Relationship
You will report totheHead ofModel RiskGovernance,who reports to ourHead ofModel, AI, and Data Risk
Location
Hybrid role - 3 days in office in the Hudson Yards, NYC or Bethlehem, PA office; 2 days WFH