Our team is currently partnered with one of the world's leading digital financial services firms, who is looking to build out their team of model validators across a few different business lines.
They are looking for someone to come in and provide oversight of credit, and market risk focused models, and the ideal candidate will have experience with CECL loss reserves, portfolio management, stress testing methodologies, and general quantitative analysis experience.
Other requirements include:
- Master's degree in a quantitative discipline (PhD. preferred)
- 3 - 5 years in the banking or financial services industry
- Strong familiarity with regulatory guidance in the model space (i.e. SR 11-7)
- Knowledge of applied statistics such as Regression Analysis, Bayesian Statistics, Importance Sampling, etc
- Ability to assess model conceptual soundness, inherent weaknesses, performance, and controls
- Ability to challenge model frameworks through benchmark/challenger model development using advanced modeling techniques
- Intermediate coding skills (Python, R, SAS, SQL, Julia, Matlab