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Job

Model Risk Manager

  • Location

    Boston, New York

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    Varies by location

  • Contact:

    Jerry Breitzman

  • Contact email:

    j.breitzman@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Job ref:

    12152

  • Published:

    29 days ago

  • Expiry date:

    2021-06-25

  • Startdate:

    ASAP, 2021

JOB INFORMATION

We are currently partnered with a leading asset management firm with offices in the New York, Dallas, Boston, Raleigh, and Kentucky areas. This firm is well known for its industry-leading diversity and inclusion, benefits, and work culture. 

The Model Risk Manager would join a team responsible for the policy and oversight of various credit/lending lines of business. This team develops, validates, and governs the models that help protect the firm from the risk that stems from lending/credit.

JOB DUTIES

  • Communicate with stakeholders regarding the model risk framework
  • Find errors/weaknesses within the models through various validations and stress testing
  • Improve and enhance the model risk framework for the entire firm
  • Analyze the risk of the firm's portfolio
  • Various reporting to regulators/key internal members

SUCCESSFUL CANDIDATES WILL HAVE:

Education

  • Graduate degree in a quantitative field preferred

Experience

  • 4+ years of quantitative experience

Knowledge

  • Capital markets knowledge
  • Portfolio strategies
  • Risk Management

Skills

  • Python, C++, R, etc
  • Interpersonal/communication
  • Collaborative/team mindset

This role will consider sponsorship on a case-by-case basis.

If you are interested in this role please feel free to apply!

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