We have partnered with a leading global bank to find a Model Validation professional to join their Risk team in New York.

This is an exciting opportunity in which you will contribute to implementing the model risk management framework including carrying out model risk governance activities and performing independent model validation.

The client here is looking for candidates with a minimum of 6+ years of model development or validation experience in Banking.

Requirements:

• Master’s degree required, preferably with majors in Financial Engineering, Financial Mathematics, Mathematics, Statistics or Computer Science.
• Demonstrate strong analytical and quantitative skills to validate models effectively, as well as effective verbal and written communication skills.
• CBAP, FRM, CFA and/or PMP certification is preferred.

To apply, please share an up-to-date copy of your resume to c.camacho@hamlynwilliams.com.  For more information, please contact me directly via email or at 646-751-7173.

At this time, the business cannot support visa sponsorship for this position.

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