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Sr. Model Validation Risk Manager
Eingestellt von Huxley Associates aus Frankfurt am Main
Gesuchte Skills: Matlab, Engineering, Vba
Projektbeschreibung
* Applying knowledge of best practices in valuation, risk management, financial econometrics to provide expert reviews and analysis of all components of financial models including model theory and model implementation
* Identifying and explaining model limitations, highlighting potential improvements in model design, implementation, coding, output reporting, and documentation
* Providing clear and concise written and verbal communication of technical observations to senior bank management and stakeholders
* Prioritize the work of the Validation Team and managing a portfolio of validation projects
* Communicate and collaborate with stakeholders including model developers, the Bank's Risk Management and Audit functions, and the Bank's external auditors
* Developing and maintaining validation project plans and inventories as well as preparing in-depth documentation and records of validation activities
* Mentoring Validation team members to develop their knowledge and skills
* Contributing to the enhancement of the Bank's model control, governance, and validation policies as informed by regulatory and private sector best practices
Qualifications
* Master's degree or Ph.D. in Economics, Statistics, Finance, Financial Engineering, or Business preferably with an emphasis on quantitative risk or valuation modelling; additional professional credentials such as FRM, CFA, or PRM are desirable
* Minimum 7 years experience designing, leading, and implementing validations of valuation and risk models across a range of asset types including fixed income securities, structured products, and whole loans
* Experience effectively managing a team of professionals and proven ability to successfully lead multiple complex technical projects
* Background in econometric modelling; knowledge of SAS, Stata, MatLab, VBA, Bloomberg, and Intex (desirable)To find out more about Huxley Associates please visit www.huxley.com
Projektdetails
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Einsatzort:
New York, Vereinigte Staaten
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Projektbeginn:
asap
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Projektdauer:
Keine Angabe
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik