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Director Model Validation

  • Job type: Permanent
  • Location: San Francisco
  • Salary: $150000 - $200000 per annum
  • Job reference: jsjjms3
  • Sector: Banking and Finance, Risk, Insurance, Technology, Data Science , Quantitative Finance, Payments , Selby Jennings
  • Date posted: 13/11/2017
An established industry-leading financial institution is looking to revamp its Risk Modeling platform by hiring a Director of Risk Modeling and Model Validation. This is a highly influential and autonomous role that will lead the model risk framework while also leading the model risk team. The company prides itself on its cutting-edge technology and ability to grow organically (and quickly).

This team functions in a highly technical setting as it utilizes SAS and Python on a daily basis; the data science and risk modeling functions are already in place. You will be hands-on with data and validating credit risk models as well as hands-on in developing the framework for the platform. It is a data-driven role and presents to senior stakeholders as well as examiners and regulators.

Requirements include:
  • Masters or PhD in Quantitative Field (Statistics, Mathematics, Physics, etc.)
    7+ years experience in credit risk
  • 6+ years risk modeling/model validation
  • Daily usage in "big data" environments
  • Must have hands-on statistical programming (Python, R, SAS)
  • Strong communication and presentation skills
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