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AVP - Model Risk Reporting

  • Job type: Permanent
  • Location: Wilmington
  • Salary: Competitive
  • Job reference: edc321
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 25/01/2018
A top investment bank is seeking a risk professional to assist in the documentation and reporting of their various risk models across the enterprise. These models will include credit risk, treasury, finance and more. Individuals will have access to senior modeling leaders across multiple teams and be able to sit on various model committees that will determine how to improve existing models, techniques to apply to future models and how these models reflect the overall risk profile of the organization.

Responsibilities: 
- Lead the documentation and reporting of credit risk, finance, and treasury models to comply with SR 11-7 regulations. 
- Strategize with senior management regarding model improvements and implementing innovative model techniques
- Regular involvement with various models committees across the organization; sitting in on meetings with senior modeling stakeholders
- Remain up-to-date with various regulatory asks and communicate changes to stakeholders. 

Qualifications: 
- 2+ years of experience in model documentation or design. 
- 5+ years experience in the financial services industry 
- Strong understanding of Quantitative Finance and Statistics
- Proficiency in Excel (including VBA) and SQL. 
- Willingness to grow and learn from others while applying existing skills

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