Manager - Card Analytics - Banking Captive

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