Description:
My client is looking to hire multiple Quantitative Analytics Senior Directors to lead the model risk management group and effectively challenge the conceptual design of models and verify the accuracy of their implementation. 15+ years in model risk management, model validation or model implementation is essential.
These hybrid roles will be able to sit out of Dallas, Chicago, NYC, or the greater DC area. Responsibilities will include the validation and implementation of a diverse set of models across credit risk, market risk, and counter-party credit risk. Relocation assistance is being provided.
Responsibilities:
- Responsible for reviewing and ensuring the validity of the implementation of financial models across all risk types
- Effectively engage with model governance and reporting functions
- Extensive experience in model development or validation
- Strong technical skills in processing data and programming
