$130,000 - 160,000
25 days ago
I’m currently working with a fast-growing banking client of mine on the West Cost who are looking to grow their model validation team. This is a unique opportunity to join a high performing team of quants. The ideal candidate should have 7-10 years of experience building/validating statistical models, specific to market risk, and providing in-depth model validation reports to model developers.
- Lead independent model validations across market risk, review model governance and control process; and assess the suitability and implementation of vendor models.
- Build effective data governance framework
- Assess and test the conceptual soundness of models
- Perform outcomes analysis
- Knowledge of model risk management and regulatory requirements
- Experience with either QRM or BancWare systems
- Advanced Python or R programming skills
- Experience in designing tests, model outcomes analysis, scenario analysis, sensitivity analysis, and back-testing
- Advanced degree in a quantitative study
- Strong organizational and presentation skills