Ten (10) years of experience must include: Conducting credit risk model validation within Wholesale Portfolios Basel Parameter models, CCAR, CECL/IFRS9, and Internal Capital Adequacy Assessment Process (ICAAP) models; Applying the regulatory requirements outlined in CCAR, Basel rules, EBA stress testing, ICAAP, IFRS 9, and CECL when performing model validation and governance assignments; Performing statistical modeling techniques and quantitative analysis within risk management principles; Addressing reviews and challenges on the effectiveness of model validations from internal auditing and external regulatory exams; Utilizing advanced programming languages, statistical tools, and software, including SAS, R, Python, MATLAB, and C++; Programming numerical, closed-form-based models, analytical calculations, and simulations, and implementing quantitative tests to verify model behavior; and Communicating complex validation findings effectively through written and verbal communication. DUTIES: Conduct validations of credit risk models used across wholesale banking portfolios, including models for commercial real estate CCAR, AFS/HTM direct obligations stress testing, RWA estimation, Wholesale Basel parameter calculations, EBA stress testing, ICAAP, and climate stress testing.