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Model Risk Manager

  • Job type: Permanent
  • Location: Calabasas
  • Salary: Competitive
  • Job reference: SABN 6:04
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 16/04/2018
An award-winning bank in the LA area is seeking a Model Risk Manager. With over $50 billion in assets, this firm is rapidly growing. You will be responsible for managing the entire model risk lifecycle from beginning to end along with ensuring the guidelines and policies are met and well understood throughout the company. With a growing firm and exposure to multiple teams, you will have the opportunity to progress quickly within the company.

 Responsibilities:
  • Speaking to external stakeholders and senior management
  • Benchmark in stress testing losses and CCAR
  • Oversee model lifecycle from beginning to end
  • Assist with internal data validation and work with IT to improve data
Requirements:
  • 7+ years of experience with SAS and modeling
  • 5+ years of experience in model risk management ( DFAST, CCAR)
  • Ability to build strong relationships with peers and excellent communication skills
  • Direct experience with regulators and auditors ¬†
If this exciting opportunity is something of interest please apply directly to our website
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