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VP / Director - Quantitative Risk

  • Job type: Permanent
  • Location: North Carolina
  • Salary: Competitive
  • Job reference: 1122332
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 22/11/2017
A tier one investment bank is looking to add a quantitative individual to join their growing Model Validation team. This position will focus heavily on the validation of economic capital, operational risk, and compliance models. The bank is seeing exponential growth across their Model Validation teams and is rapidly expanding given the overall success of the bank this year. The ideal candidate will possess a highly quantitative skill set with specific working knowledge validating/reviewing Operational Risk and Economic Capital Models

Responsibilities:

  • Review and Validate the bank's economic, Basel, Compliance and Operational Risk models
  • Develop, update, and maintain the firm's model validation practices
  • Liaise with senior management to develop innovative techniques for model validation and implementation of governance strategies; including SR11-7 mandates
Qualifications:
  • Masters degree in economics, statistics, mathematics, or business; PhD preferred
  • 10+ years of relevant experience
  • Able to communicate effectively both verbally and through writing
  • Great work ethic and ability to work independently
  • Knowledge of programming languages and statistical tools such as SAS, R, or MATLAB
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