Description

Own model validation, documentation, and risk compliance processes for quantitative models.

You will manage the model inventory, execute validations, and ensure continuous compliance within a risk framework.

Responsibilities

• Document and maintain existing models within a centralized inventory.
• Perform validations on current models and oversee specific outsourcing tasks.
• Monitor testing and validation cycles to ensure ongoing compliance.
• Execute validation and internal controls for the operational risk program.
• Assist the director in formulating departmental policies and processes.

Required Skills

• 5-7 years of experience in risk, compliance, or front-office model testing.
• Direct experience with model validations or benchmarking.
• Practical experience testing models and managing risk programs.
• Degree in mathematics, economics, or statistics.

Preferred Skills

• Master's degree in quantitative science or a related field.

Key Skills

Education

Master’s degree