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VP - Credit Risk Model Validation

  • Job type: Permanent
  • Location: Atlanta, Georgia
  • Salary: US$130000 - US$150000 per year
  • Job reference: 222511/002_1541458911
  • Sector: Selby Jennings, Risk Management
  • Date posted: 05/11/2018

Are you a risk management professional looking to broaden their experience and work across multiple business lines. This senior level role is with a major international investment bank looking to grow out their validation team as a result of a a strong performance in 2018. This role will sit at the VP level working with a massive book of business on both the retail and wholesale sides. You will be serving as a subject matter expert for both validation and development teams for both lines of business. This role would also require strong communication skills as you will be asked to communicate the results of these models to senior management within a variety of business lines.

Responsibilities:

- Strategized with multiple teams to assure optimal model performance.

- Assure that all model methodologies are properly documented and in compliance with the federal regulatory asks

- Serve as a subject matter expert for junior validators/developers

- Stay up to date on new federal mandates, trends in academia and financial services to provide expert guidance for the business

Requirements:

- 3-5 years of model validation experience with either Retail or Wholesale portfolios.

- Strong quantitative and communication skills are an absolute must.

- Familiarity with R, SQL and SAS

- Working knowledge of federal regulations (SR 11-7, IFRS 9, CECL and BASEL)

If this sounds like an opportunity of interest, APPLY NOW!

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