about 1 year ago
My client is seeking a Model Analysis and Validation Group Manager. This is a great position to advance the progression of your career.
- 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
- 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