Model Validation - VP Model Validation - VP …

Selby Jennings Investment Banking
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Investment Banking
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Investment Banking
A top American Investment Bank is looking to build out their Model Risk Management group by bringing on VP-level model validators for their NY office.

A top American Investment Bank is looking to build out their Model Risk Management group by bringing on VP-level model validators for their NY office.

The role will report up to the head of the group and be responsible for independent oversight of model risk at the firm. The role will cover model validation for ALM, deposit, and balance sheet models.

The bank is looking for someone with 5+ years of experience, strong programming skills in Python and C++, and the ability to effectively communicate with the front office on model risk activities and limitations.

Responsibilities:

  • Validation and approval of models
  • review and re-validation annually
  • Model performance monitoring
  • Communicating results of model validation activities and limitations

Qualifications:

  • Degree in a quantitative field
  • Analytical, quantitative, and interpersonal skills
  • Experience in model development and/or validation

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