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VP - Model Risk

  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$120000 - US$165000 per year
  • Job reference: 244461/004_1554294204
  • Sector: Selby Jennings, Risk Management
  • Date posted: 03/04/2019

A Global Investment Bank is looking to hire a Vice President to their Model Risk Management team. This role will specifically be focused on reviewing and challenging their wholesale credit risk models. The team is looking for someone who is has an excellent understanding of highly mathematical concepts, machine learning etc. and has great communication as well. This role will provide candidates with the ability to lead large projects, mentor junior analysts and interact with senior management and stakeholders across the organization. Candidates who have 5 - 10 years of experience developing or validating credit risk models will be the ideal fit.

Responsibilities include:

  • Conduct independent validation of models
  • Analyze and develop new model frameworks
  • Quantify and report model risks
  • Analyze complex data
  • Mentor Junior employees
  • Interact with the first line of defense, senior management and regulators

Requirements include:

  • Graduate degree in a quantitative field
  • 5+ years in a role related to model development, model validation etc.
  • Knowledge of CECL is a plus
  • Excellent mathematics background
  • Excellent programming skills
  • Good communication, ability to interact with and present to different stakeholders

Please apply if interested!

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