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VP - Operational Risk Model Validation

  • Job type: Permanent
  • Location: North Carolina
  • Salary: Competitive
  • Job reference: 102557
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 02/10/2017
A tier one investment bank is looking to add a seasoned Model Validator to their growing Model Review team. This position will focus on model validation for economic, operational risk, and compliance models. The bank is seeing exponential growth across their Model Review and this is a growth hire for the team. 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, 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
  • 5+ 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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