SVP - Quantitative Analytics& Stress Testing SVP - Quantitative Analytics& Stress Testing …

Selby Jennings Buyside
in Egypt Lake-Leto, FL, United States
Permanent, Full time
Last application, 04 Dec 21
Negotiable
Selby Jennings Buyside
in Egypt Lake-Leto, FL, United States
Permanent, Full time
Last application, 04 Dec 21
Negotiable
Selby Jennings Buyside
A top American Investment Bank is hiring for a Senior-level VP to join a new team responsible for ICAAP and Stress Testing support, working across Model Risk Management in a very client-facing function.

A top American Investment Bank is hiring for a Senior-level VP to join a new team responsible for ICAAP and Stress Testing support, working across Model Risk Management in a very client-facing function.

The hire will report up to the Head of the Group in London, and sit in the Tampa office. This candidate will be responsible for the oversight of all models, ensuring they are validated, assessed, and approved for the legal and regulatory stress testing entities and frameworks for the firm, serve as the main point person across teams for model risk on all model results and analytics, and enhancing the process for end-to-end stress testing exercises across legal entities risk and finance, and for wholesale credit risk.

Responsibilities:

  • Assessing the requirements and constraints to existing models
  • Owning the Model Inventory for wholesale credit stress testing models
  • Coordinate action plans for model change
  • Act as a liason across quantitative teams and model risk management
  • Review and challenge models and documentation

Qualifications:

  • 10+ years of experience in Model Risk Management
  • Knowledge of regulatory guidance for financial stress testing and methodologies
  • Prior experience in developing strategies and action plans for complex processes
  • Ability to work across teams as a liason between groups
  • Deep knowledge in the model development life cycle

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