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Job

Model Analysis and Validation Group Manager

  • Location

    Texas

  • Sector:

    Risk

  • Job type:

    Permanent

  • Salary:

    Competitive

  • Contact:

    Daniel Abrams

  • Contact email:

    d.abrams@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    5 months ago

  • Expiry date:

    2020-03-20

  • Startdate:

    NA

My client is seeking a Model Analysis and Validation Group Manager. This is a great position to advance the progression of your career.

 

Division:

  • The Model Analysis and Validation team team is responsible for the management of complex/critical/large professional disciplinary areas. The role will lead and direct a team of professionals quants. This role requires a comprehensive understanding of multiple areas within a function and how they interact in order to achieve the objectives of the function

Key responsibilities include:

  • Full management responsibility of the team which includes the management of people, budget and planning, performance evaluation, compensation, hiring, disciplinary actions and terminations and budget approval.
  • Develop, enhance, and validate the methods of measuring and analyzing risk, for all risk types including market, credit and operational.
  • Design modules for advanced score development and analytical tools.
  • Ensure the compliance of development and validation of models in regard to internal and external guidelines.
  • Use statistical techniques to develop scorecards, customer segmentation schemes, profiles, and other analytically based tools

Qualifications:

  • PhD degree from a quantitative field preferred, Masters with 3+ years of work experience
  • Excellent communication skills
  • SAS, SQL, R, C Programming in UNIX)
  • Experience developing scoring models
  • Experience working with large datasets