VP Model Risk/Validation VP Model Risk/Validation …

Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
A bulge bracket bank is hiring for a mid-level Model Validator to join its growing model risk function, specifically in its Dallas/Fort Worth Area office.

A bulge bracket bank is hiring for a mid-level Model Validator to join its growing model risk function, specifically in its Dallas/Fort Worth Area office. This team is responsible for developing, enhancing and validating the methods used to measure and analyze risk for all risk types including market and credit risk. In this role you will be responsible for managing model risk across the entire model life-cycle, conducting model validation and ongoing performance evaluation as well as annual model reviews.

What You Will Be Doing:

Validating models and methodologies used for measuring risk, across risk types including market and credit risk

Managing the model life-cycle including model validation, ongoing performance evaluation and annual model reviews

Produce analytics and reporting used to manage the Bank's operations

Assist in the development of analytic engines for business product lines

What We Need To See In You:

~6 years of full time work experience that is relevant to the role

Model risk, model validation, or model development experience in either credit risk or market risk

Experience in a quantitative risk management role at a large financial institution

Proficiency in Python, SQL, SAS or similar statistical coding software used to build and test models

Preferably a Masters degree in a quantitative discipline

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