Maintain a validation quality assurance framework to ensure model validation teams complete model validation activities commensurate with requirements established in enterprise model risk policy, standards, and procedures
Perform quality assurance reviews and recommend solutions for compliance with internal policies, standards, and procedures and regulatory guidance.
Complete quality assurance reviews and other quality assurance-related program elements across model risk teams, 2nd line functions, and other stakeholders
Maintain and report comprehensive program metrics and key performance indicators to colleagues and senior leaders.
Provide support for governance activities, including policy, standard, procedure, job aid, and template updates; reporting; training; and cross-functional coordination.
Apply understanding of relevant business context to interpret results, monitor performance, and assess risks, which may include the application of mathematic, statistical, and econometric techniques.
Provide innovative, thorough, and practical solutions that support business strategies and initiatives.
Perform ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python.
Utilize advanced data mining and/or statistical techniques to develop analytic insights, sound hypotheses, and informed recommendations.
Identify opportunities to apply quantitative methods to improve business performance.
Counsel teams on company policies and industry-wide modeling practices.
Inform the team's direction for validation or testing strategies to monitor performance, and assess risks.
Communicate technical subject matter clearly and concisely to team leadership and internal/external stakeholders both verbally and through written communication.
Foster a culture of continuous improvement and quality excellence.

Requirements

6 years in model governance, model validation, or model development
Excellent oral and written communication
Experience presenting information and/or ideas to an audience in a way that is engaging and easy to understand
Excellent analytical problem-solving and decision-making skills, with the ability to effectively prioritize and manage multiple tasks and deadlines.
Expertise in quantitative analytics applied to one or more areas within credit, interest rate, counterparty credit risk, and/or fixed income valuation in the financial services industry
Adept at analyzing data to identify trends or relationships to inform conclusions about the data; critical thinking
Influencing skills including negotiating, persuading others, facilitating meetings, and resolving conflict
Bachelors degree

Benefits

Health insurance
401(k) matching
Flexible work arrangements
Professional development opportunities
Paid time off

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

model validationquality assurancequantitative analyticsSASSQLRPythondata miningstatistical techniqueseconometric techniques

Soft Skills

communicationanalytical problem-solvingdecision-makingcritical thinkinginfluencingnegotiatingpersuadingfacilitating meetingsresolving conflictprioritization

Certifications

Bachelors degree