Reference #: W5596

Support the capital markets model risk / validation for a leading financial institution

Responsibilities

• Perform all tasks related to model validation to evaluate and manage model risks associated with models in the investment and capital markets area.
• Conduct technical validation of the company models, including writing a detailed independent model validation report
• Follow model governance procedures and requirements
• Remediate regulatory findings and address audit feedback
• Work collaboratively with partners to ensure effective management of model risk enterprise wide
• Work collaboratively with model Validators to ensure timely delivery of model review projects

Requirements

• Experience in model development, model validation, quantitative analysis, and/or risk management within financial services
• Strong knowledge of econometric models, tools and techniques
• Deep curiosity to learn about new things with critical thinking, ability to think creatively and connect dots
• Flexible and adaptable, capable of multi-tasking effectively in a highly efficient environment
• Excellent communication skills.
• Advanced degree in economics, finance, mathematics, statistics or related field