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Model Risk Manager VP

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 204181/005_1539296066
  • Sector: Selby Jennings, Risk Management
  • Date posted: 11/10/2018

A top international investment bank is looking for a mid level model validation analyst to round out their model validation team. You will be working closely with an great group that is well versed in multiple models, and is looking for someone with extensive knowledge of the model risk space. You will have direct exposure to the front office and work closely with the finance and risk teams across the business. Located in New York City, this job is a great opportunity you don't want to miss out on.

What you can expect to be doing:

Model validation methodology for PPNR, Interest Rates and Securitized Products

Model governance, developing and maintaining documentation

Presenting findings from your validation works to senior level management and stakeholders

Implement policy and procedure

What we would like you to bring to the table:

Market Risk Modeling experience or model validation experience specifically

Knowledge of wholesale or retail credit models is encouraged

Experience in developing policy and procedure

3-6 years of finance experience

Strong writing and communication skills

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