Consumer Methodological Validation Leader

You will work use your quantitative background to lead research projects to enhance the Stress Testing and Economic Capital Frameworks to cover the Consumer Portfolio. You will be responsible for developing, executing and maintaining the model governance processes to support the Consumer Risk models. YOu will also provide revies and validation of the statistical models. As the lead for the Consumer Portfolio, you will interact with all Consumer business units, including the Consumer CRO. You will work with regulatory reviews of the portfolio models and process. You will use your managing experience to manage a team of modelers.

This is an opportunity to gain valuable exposure to different parts of the business and gain direct experience working with Consumer Risk models.

Requirements:

- Advanced degree in Economics, Finance, or physical science.
- Minimum of 15 years experience in relevant Consumer Risk Management. Independent research background/publication track record a plus.
- Strong understanding of consumer risk models, credit business, credit markets, and credit-related models
- Strong knowledge in Basel II definitions and requirements and risk parameter validation.
- Strong experience with statistical model validation.
- Team-leading experience and excellent communication skills.
- Strong SAS and Model Builder experience

Please send your resume in Word doc format to Mairin with Huxley Associates for immediate consideration.

To find out more about Huxley Associates please visit www.huxley.com