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VP Model Risk Management

Company: Selby Jennings Buyside
Location: Irving
Posted on: November 19, 2021

Job Description:

A top American Investment Bank is hiring a VP-level candidate to join their Model Risk Management team for their office in the Dallas area. This hire will cover model risk for the firm across market, credit, and operational risk, being responsible for developing, enhancing, and validating the methods of measuring and analyzing risk. The role will cover model validation, ongoing performance monitoring, and annual model reviews. The candidate will additionally be responsible for assessing model risk across the entirety of the model life-cycle, working closely with the front office to relay model limitations and activities, and assisting in the development of analytics. The bank is ideally looking for candidates with 5+ years of experience in model risk, proficiency in MS Excel and SAS, extensive experience and knowledge working with models across asset classes and departments of risk, and strong communication skills. Responsibilities:

  • Model validation across all departments of risk
  • Managing model risk across the model life-cycle
  • Providing guidance to junior model validators
  • Presenting model validation limitations and findings to senior management Qualifications:
    • 5-10 years of experience in a quantitative field
    • Proficiency in Microsoft Excel and SAS
    • Solid understanding of model development and validation testing across risk models
    • Excellent communication and analytical skills

Keywords: Selby Jennings Buyside, Irving , VP Model Risk Management, Executive , Irving, Texas

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