AVP Model Validation

Livingston, NJ 07039

Posted: 01/18/2019 Category: Credit Job Number: 281606-0_1 Salary: Up to 115k base
Smith Hanley Associates
AVP Model Validation
Greater New York City Area
Salary: Up to 115k base
Contact: Rachel Pereira - [email protected]

The AVP Model Validation will be a key contributor to the independent model validation team. In this role the AVP will primarily be working within the validation of credit risk models, model governance and model risk management. The AVP model validation will validate, review and report on model development data and code and conduct independent analysis. The types of models being validated include credit risk, PPNR, fixed income, credit, Monte Carlo simulation, and Value-at-Risk. The AVP Model Validation will also assist in maintaining the model inventory and regularly present summaries of the evaluations to model governance comittees, regulators, auditors and senior management. The individual in this role will also be relied upon as a subject matter expert within model performance and reliability.

Requirements for Model Validation Analyst Include:
- Master's Degree in a Quantitative discipline, Ph.D. strongly preferred
- Three (3) or more years experience validating credit risk, PPNR, fixed income, credit, Monte Carlo simulation or Value-at-Risk models.
- Knowledge of Basel, SR11-7, and Model Risk Management is needed
- Proficiency in Microsoft Office, SAS, SQL, Python, R
- Excellent quantitative analytical skills with financial services
- Strong communication skills in English, both written and oral
- ** Must be a US Citizen or Green Card Holder to apply

Rachel Pereira
Executive Recruiter

Rachel Pereira specializes in the nationwide placement of direct and digital marketing professionals. An in-depth understanding of her industry allows her to quickly interpret her clients’ needs into a pipeline of qualified candidates. Rachel considers building relationships to be of paramount importance in her niche-oriented recruiting environment.
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