Senior Model Validation Manager

Job Summary

A company is looking for a Senior Model Validation Manager - Commercial CCAR/CECL.

Key Responsibilities

• Lead independent validation of commercial CCAR/CECL and capital-related models
• Direct validation activities including performance testing, benchmarking, and back testing
• Manage a quantitative validation team and drive improvements in validation practices

Required Qualifications

• Master's or Doctoral degree in a quantitative discipline with 7 years of relevant financial services experience
• 4 years of managerial experience or a combined minimum of 10 years of higher education and relevant work experience in lieu of a degree
• Demonstrated technical knowledge of advanced software packages used in analytics
• Significant experience validating or developing commercial credit risk or CECL models
• Strong programming proficiency (Python or equivalent) and ability to replicate and interrogate model code