5338
JOB VIEWS
155
APPLICATIONS
37
RECRUITER ACTIONS
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Pro
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Posted in
Consulting
Job Code
496669
Experience in Card Analytics is mandatory.
- Manage a team of model validation quants for derivative pricing
- Manage model risk across the model lifecycle including model validation, ongoing performance evaluation, and annual model reviews
- Represent the bank in interactions with regulatory agencies, as required
- Present model validation findings to senior validators and various model risk management stakeholders
- Provide effective challenge to model assumptions, mathematical formulation, and implementation
- Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls
- Contribute to strategic, cross-functional initiatives within MRM organization
Tools and Platforms:
1. Proficient in MS Excel, Powerpoint
2. Proficient in SAS, SQL
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5338
JOB VIEWS
155
APPLICATIONS
37
RECRUITER ACTIONS
See how you stand against competition
Pro
View Insights
Posted in
Consulting
Job Code
496669
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