Accessibility Links

Risk Modeling / Model Validation - Associate / AVP

  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$100000 - US$140000 per year
  • Job reference: 255521/001_1551914590
  • Sector: Selby Jennings, Risk Management
  • Date posted: 06/03/2019

Title: Model Validation / Risk Modeler - Associate / AVP

Location: Century City, Los Angeles, California

Compensation: 100,000 - 140,000 + bonus and benefits

Our client is a top regional commercial bank based in Los Angeles, California with over 2 billion in AUM. They are in the process of phasing out all vendor models and in turn will be developing and validating all models in-house. Ideally, they are looking for someone to come on board that has experience on both model development and validation.

Responsibilities:

  • Take ownership of the model reviews - process verifications, performance monitoring
  • Validate commercial models
  • Liaise across business lines and present to senior management

Requirements:

  • Masters degree, preferred PhD
  • 3-5 years of experience
  • Previous model development experience
  • Experience with R, SAS, etc.

If you are interested in learning more please apply in with an updated resume.

Similar jobs
Technology Risk Manager
  • Job type: Permanent
  • Location: Singapore
  • Salary: S$100000 - S$150000 per annum + attractive bonus
  • Description Our client is a leading International Bank with strong presence across Asia Pacific; we are hiring a Technology Risk Manager (TRM) / IT Risk Manager to support the team here in Singapore
Senior Credit Risk - Commodities
  • Job type: Permanent
  • Location: Singapore
  • Salary: S$110000 - S$130000 per annum
  • Description Our client is a International Bank with strong presence across Asia Pacific. Singapore is the HQ for APAC business and we are hiring a Senior Credit Risk Analyst to be based in Singapore
Senior Commodity Risk Manager
  • Job type: Permanent
  • Location: Chicago, Illinois
  • Salary: Competitive
  • Description A leading international Brokerage firm is building out their Chicago presence, and looking for an experienced market risk manager to join their team! This is a high exposure role
Senior Credit Risk Modeller - Amsterdam
  • Job type: Permanent
  • Location: Amsterdam, North Holland
  • Salary: €80000 - €110000 per annum
  • Description They have an exceptional brand name in the European banking market and are currently hiring rapidly across Europe, so this is a very exciting opportunity in terms of career growth
Model Risk Manager - Spanish Speaking
  • Job type: Permanent
  • Location: Madrid
  • Salary: Competitive
  • Description Job Responsibilities: Assist the development of advanced analytics Validation for regulatory models (AIRB, VAR/ Expected Shortfall and IMM) Validation for non- regulatory models (Pricing/ Valuation