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AVP Model Risk Management

Selby Jennings Buyside
Manhattan, United States
Posted about 13 hours 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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