For Recruiters

AVP Model Risk Management

Selby Jennings Buyside
Manhattan, United States
Posted 2 days ago Hybrid Permanent Negotiable
You will be working on the credit risk team, where they will primarily be covering retail models. As a Quantitative Analyst in Model Risk Management, you will assist in the management of enterprise wide model risks associated with the Bank's development, deployment, and maintenance of quantitative models. Locations include: NY, California, Arizona

Core Responsibilities:

- Assist in development, maintainment, and implementation of bank model risk management program

- Assist in establishing standards for managing areas of model risk: Development and implementation, governance and documentation, and model performance.

- Perform independent validations of various models in the enterprise-wide inventory; assessment of model conceptual soundness, evaluation of data and assumptions, testing model computational accuracy, and performing outcomes analysis (such as back-testing and benchmarking).

- Consult with model users on the design of effective model operational controls.

Qualifications:

- Advanced degree in finance, financial engineering, economics, mathematics, statistics, engineering, or related fields preferred

- 5+ years of experience within the financial services industry.

- Proven track record of strong technical model development, model management, and/or model oversight. Strong project management capabilities.

- Knowledgeable about model risk management and associated regulatory requirements such as FRB's SR 11-7/OCC's 2011-12.

- SAS, and/or R programming skills

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Job ID  PR/363139
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