Retail Model Risk Validation (AVP) Retail Model Risk Validation (AVP) …

Selby Jennings Strategy
in Manhattan, NY, United States
Permanent, Full time
Last application, 02 Sep 21
Negotiable
Selby Jennings Strategy
in Manhattan, NY, United States
Permanent, Full time
Last application, 02 Sep 21
Negotiable
Selby Jennings Strategy
A top consumer lending firm in the New York or Wilmington area is in search of a Model Validator at the AVP level. This role would require an individual who has experience with validations in the retail risk/loss forecasting/credit strategy space. The ideal candidate has worked with credit card products or has a heavy consumer lending background and is comfortable conducting different validation techniques and presenting any findings to key stakeholders.

Company Summary:

A top consumer lending firm in the New York or Wilmington area is in search of a Model Validator at the AVP level. This role would require an individual who has experience with validations in the retail risk/loss forecasting/credit strategy space. The ideal candidate has worked with credit card products or has a heavy consumer lending background and is comfortable conducting different validation techniques and presenting any findings to key stakeholders.

Responsibilities:

  • Conduct validation of all credit risk/loss forecast models
  • Analyze current risk models, build challenger models, and challenge the process for all risk models
  • Creating in depth reports and reporting them to key stakeholders
  • Collaborate with cross functional teams
  • Maintain compliance with all regulatory issuances and governance

Qualifications:

  • Background in model validation on consumer lending products
  • Master's degree required in a quantitative background such as Mathematics, Engineering, etc
  • Highly organized skill set
  • 3+ years experience in a relevant field

Benefits:

  • Health care
  • PTO
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