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VP Model Validation | Global Investment Bank

  • Job type: Permanent
  • Location: United States - New York
  • Salary: 150,000.00 - 175,000.00 USD per Annum
  • Job reference: 86142
  • Sector: Quantitative Finance, Risk Management
  • Date posted: 11/01/2017
A global investment bank is looking to make multiple additions in model validation with experience in credit risk modeling. These positions will have you working as part of a growing team and reporting to the head of this group on a retail portfolio including card, auto, and home loans.

This role will work primarily on validation of credit scorecard models in a highly statistical setting including collections, marketing, and underwriting models. Therefore, prior experience in validation is a must, as is a statistical background and experience using a statistical language.

Responsibilities include:
  • Quantitative Degree (Math, Statistics, etc.)
  • 3+ years experience in quantitative risk modeling
  • Prior experience working with consumer credit
  • Solid knowledge of multiple "lines of defense"
  • Programming skills (Primarily SAS)
  • Strong communication skills
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