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Job

VP, Model Validation Manager

  • Location

    Los Angeles

  • Sector:

    Risk

  • Job type:

    Permanent

  • Salary:

    Competitive

  • Contact:

    Daniel Abrams

  • Contact email:

    d.abrams@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    about 2 months ago

  • Expiry date:

    2020-01-26

  • Startdate:

    NA

Responsibilities:

  • Report to senior management regularly and on an ad hoc basis
  • Manage retail credit risk models as they relate to relevant regulations (CECL)
  • Evaluate model output
  • Collaborate with model owners/users
  • Project management
  • Responsible for aquiring internal resources
  • Delegate work to Junior staff when neccesary
  • Mentor Junior staff

 

Qualifications/Requirements:

  • At least 10 years of experience with model validation or development
  • Project Management experience
  • Excellent technical writing and communication skills
  • Experience designing tests and analyzing their output
  • Knowledge of retail credit risk models
  • Knowledge of banking systems
  • Experience with CECL, CCAR/DFAST/PPNR
  • SAS, R, Python, VBA, SQL
  • Experience collaborating across business

 

Certifications:

FRM, PRM, CFA