Model Risk Management - SVP

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Description

 

A leading Investment Bank is looking for a model risk manager and validation expert to work across a variety of Risk models in their London HQ. The role will be a Senior Vice President and the position has been made available by internal promotions within the function, highlighting the career progression available.

 

Key Responsibilities:

 

  • Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.
  • Provide guidance to junior validators as and when necessary
  • Manage stakeholder interaction with model developers and business owners during the model lifecycle.
  • Represent the bank in interactions with regulatory agencies, as required.
  • Present model validation findings to senior management and supervisory authorities.

 

Key Qualifications:

 

  • Minimum of Master's degree in a quantitative field (physics, mathematics, statistics, finance, computer science, etc.) with extensive years of relevant experience
  • Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master's degree, or CFA
  • Excellent communication skills
  • Expertise in one or more of C/C++, Python, Matlab, SAS