Senior Manager Model Validation

  • Competitive Base & Bonus
  • Washington D.C., DC, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 21 Sep 16

Loss Forecasting & Basel II Model validation for a large commercial bank

Responsibilities:

  • Develop and implement validation strategies for statistical and other quantitative models used in loss forecasting, stress, and capital calculations for retail portfolios
  • Assess the quality and risk of model methodologies, outputs, and processes
  • Develop alternative model approaches to assess model design and advance future capabilities
  • Understand relevant business processes and portfolios associated with model use
  • Understand technical issues in econometric and statistical modeling and apply these skills toward assessing model risks and opportunities
  • Plan and manage validation projects
  • Provide leadership, management and development within the validation team
  • Communicate clearly and concisely both verbally and through written communication via model validation reports and presentations

Requirements:

  • 5+years’ experience in consumer credit risk modeling and analysis
  • Broad experience with the validation of loss forecasting or pricing models for credit-sensitive assets (mortgages, auto loans, credit cards, commercial lending)
  • Proficiency with statistical and data software languages and packages
  • Strong verbal and written communication skills
  • Quantitative PhD and/or Master’s Degree 

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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