VP - Model risk (wholesale)
A massive global investment bank is actively looking to on board an experienced quantitative risk professional with a proven track record in model development/validation working with wholesale loss forecasting and stress testing models. This role would work with a variety of teams with significant career growth opportunities.
This is a unique opportunity in the greater NYC area that will demand an experienced self starter to help oversee the businesses aggressive hiring and lending initiatives.
- Effectively manage a team of model validated and engineers to assure best policies and procedures
- Serve as the teams subject matter expert for current federal regulatory requirements.
- Present findings to senior management teams to drive business strategies and decision making
- Collaborate with model development team and stay up to date on all of the latest statistical programming tool.
- Assist with model documentation efforts
- MUST have previous model validation experience in the wholesale lending space
- 7-10 years of industry experience at established FinTech or Investment bank
- Master's degree or above in STEM field of study
- Proven track record managing a team at a large bank.
- Exceptional verbal and written communication skills is a must as you will be speaking to multiple business groups on a daily basis.