Manager Model Monitoring

Livingston, NJ 07039

Posted: 12/04/2018 Category: Credit Job Number: 281569-0_1 Salary: Up to 170k base
Smith Hanley Associates
Manager Model Monitoring
Greater New York City Area
Salary: Up to 170k base
Contact: Sean Murphy - [email protected]

The Manager Model Monitoring will perform hands on analytical work while leading a small team of analysts. The major responsibility of the Manager Model Monitoring and the team will be to lead and conduct the review of model performance for all models across the enterprise on a regular basis. The Manager Model Monitoring and their team will need to be sure all models comply with regulatory standards and internal company policy. Conduct analysis and gather data on the performance of all models and develop reports and recommendations to be presented to the model governance committee, senior management and external regulators/auditors. Lead the annual review of all models in production and assist with model inventory and risk assessment of all models being used. The Manager Model Monitoring will also work closely with the model governance team to develop internal model policies, model risk management training and more.

Requirements for Manager Model Monitoring Include:
- Master's Degree in a Quantitative Discipline, Ph.D. is Strongly preferred
- Seven (7) or more years of professional experience within model development, validation or performance monitoring in the financial services/banking industry
- Prior modeling experience with credit risk, PPNR, CCAR, ALM, treasury or VAR models
- Strong proficiency with Microsoft Office, SAS, SQL, Python, R
- Excellent regulatory knowledge especially with Basel guidelines on model risk management (SR 11-7 / OCC 2011-12)
- Polished English communication both written and oral
- ** Must be a US Citizen or Green Card Holder to apply

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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