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Model Validation Lead

Company: Michael Page
Location: New York
Posted on: January 17, 2020

Job Description:

Job Description


  • Plan validation work to include evaluation of conceptual soundness, modeling methodology, and model assumptions
  • Provide quality assurance over validation activities performed by co-sourcing professional firm.
  • Review and complete model validation reports, ensuring that they meet the Model Risk team internal enhanced standards
  • Communicate effectively with model owners and users to understand the models use and business applications.
  • Communicate validation findings and recommendations to model owners and model users

    The Successful Applicant

    • 10-15 years of experience in leading model validation efforts at a regulated financial institution.
    • Masters degree in a quantitative discipline IE, Statistics, Mathematics, etc.
    • Experience with FX and pricing models would be a plus
    • Knowledge of US Banking Regulations (Federal Reserve Board)

      What's on Offer

      Competive base salary with benefits

Keywords: Michael Page, New York , Model Validation Lead, Other , New York, New York

Click here to apply!

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