Job Summary

A financial company is seeking a Senior Quantitative Model Risk Analyst.

Position Responsibilities:

• Conduct model validation activities as required per interagency guidance
• Perform technical assessments of modeling data and assumptions, conceptual soundness, mathematical formulation, and model performance
• Mentor junior staff validators and act as a project manager for validations performed by external validation service providers

Qualifications:

• Bachelor's Degree in Finance, Accounting, or Economics required
• Chartered Financial Analyst (CFA), Financial Risk Manager (FRM) or working towards other similar certification strongly desired
• 3 to 5 years of Model Risk Management required
• Advanced quantitative skills, especially in applied statistics (through a Masters or a certification program)
• Model validation experience in the following functional areas: Mortgage Originations, Mortgage Servicing, Retail Banking, Commercial Lending, Treasury, Enterprise Risk preferred