Major financial firm in NYC is looking for a Senior Model Risk Manager with a Quantitative PhD to lead the banks analysis of Basel II/III, Market Risk, and Capital Adequacy Models and Risk Methodologies.
Manage a large team of Quantitative Modelers who are building and enhancing bank wide risk metrics and risk analytics (Model Performance, Risk Weighted Assets, Capital Optimization)
Design, Develop and Manage new programs to monitor and assess model risk management at the bank
Develop close working relationships with senior business unit heads and various regulatory agencies
Work across the bank to implement new risk governance and risk policies
Act as Subject Matter Expert on current model risk issues related to mandated regulatory
timelines: (Basel, CCAR)
Represent the bank as the Model Risk expert and spokesperson to the regulators
Minimum of 10+ years working on Bank Wide Model Risk Development, Model Review, Model Validation and Model Risk Governance
Must be able to manage a large team of Quantitative Modelers
Must be able to manage multiple Model Risk Modeling projects and complete these projects in a time-sensitive environment
Must be able to work across multiple business lines and managing expectations
Must have superior written and oral communication skills to lead meetings and discussions with both senior internal management and external regulators
Must have current experience working on Basel II and Basel III modeling techniques, bank capital adequacy models, Market Risk Models and Risk Weighted Assets analytics.
Keywords: Team Leader, PhD, Model Governance, Model Development, Stress Testing, Basel II, Basel III, Risk Weighted Assets, Capital Adequacy
Please refer to Job 23222 - and send MS Word attached resume to firstname.lastname@example.org.
Internal Number: 4949296
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