Lead Model Validator

Charlotte, NC 28202

Post Date: 01/10/2018 Job ID: 281083-0_1 Category: Credit Analytics Salary: 160k base
Smith Hanley Associates
Lead Model Validator
Charlotte, NC
Salary: Up to 160k base
Contact: Sean Murphy - smurphy@smithhanley.com
**Visa Sponsorship is NOT available for this position

The Lead Model Validator will conduct independent quant analytics and complex modeling projects. The Lead Model validator will be expected to be an expert in the commercial credit risk modeling space and be responsible to validate the stress testing credit loss models. The Lead Model Validator will interact with model users, developers, and model owners regularly. Validations on the models are to include review of the choice of risk drivers, data quality, statistical methods and must meet both internal objectives as well as regulatory standards.

Requirements for Lead Model Validator:
Ph.D. in Quantitative Discipline (Mathematics, Statistics, Economics, Financial Engineering, etc)
Five (5) or more years experience in developing or validating commercial credit risk models
Deep working knowledge of SAS, SQL, Matlab, R statistical packages
Excellent communication skills in English, both written and oral
Prefer candidates with extensive regulatory knowledge within commercial credit risk, model risk and commercial credit risk modeling techniques

Sean Murphy
Executive Recruiter

Sean's recruiting knowledge, human resources expertise and quantitative insight are now being leveraged to identify qualified candidates for specific credit roles. Sean considers his communications skills, his sense of urgency and initiative as critical strengths for building solid relationships in this tight knit industry.
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