SVP Model Validation Team Lead SVP Model Validation Team Lead …

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 17 Sep 21
Negotiable
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 17 Sep 21
Negotiable
Selby Jennings QRF
A bulge bracket bank in New York is looking to hire a Senior Model Risk manager to manage a team of quantitative professionals in validating a variety of different risk models.

A bulge bracket bank in New York is looking to hire a Senior Model Risk manager to manage a team of quantitative professionals in validating a variety of different risk models. This will include Risk Models for Structured Products, Securities and Securitization (including AFS/HTM), Pension and Insurance Products and Interest Rate Exposures. These models will be used for assessing the adequacy of risk capital and estimated losses for both regulatory and business requirements. This is an urgent hire, and leadership opportunity for an experienced model validation candidate with a strong quantitative background. This role offers exposure across various modelling groups within this company, and interaction with major government regulatory agencies.

What We Need From You:

  • Excellent knowledge and understanding of model development and validation testing techniques covering risk models.
  • Previous exposure and knowledge of models including Structured Products, Securities and Securitization, Pension and Insurance Products, and Interest Rate models is highly encouraged
  • Strong understanding of financial products, risk management, CCAR/Basel/ICAAP regulatory requirements
  • At least 6 years of experience in a quantitative role in risk management at a financial institution
  • Strong communication skills
  • At least a Masters degree in a quantitative field
  • Coding and programming skills in Python, R, Matlab, C/C++ or SQL
  • Must have experience with direct reports/leading a team

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