- Collaborated intensively with model owners and developers to test and validate six distinct quantitative models in Asset-Backed Securities and consumer lending space.- Performed required tests for model validation- Sensitivity Analysis, Backtesting, Stress Testing etc. - Prepared comprehensive documentation to ensure compliance with the bank's Model Risk Management framework and regulatory requirements.- Implemented and monitored prepayment and default probability models designed to predict future cash flows and expected losses ( for CECL reserving).