Senior Manager Model Validation

Washington, DC 22103

Posted: 01/28/2019 Category: Credit Job Number: 281487-3_1 Salary: $160,000 - 180,000
Senior Manager Model Validation
Location: Washington, DC
Salary: $160,000 - 180,000
Contact: Paul Chatlos, [email protected]
#GD

The Sr. Manager of Model Validation will be expected to design and lead model validation projects for loss forecasting, PPNR and stress testing models associated with multiple financial products. Furthermore, the Sr. Manager Model Validation will develop project plans and the development of alternative model methodologies to accurately evaluate current model standards and performance. This position will require the analysis of highly complex data sets and continued research to enhance the practices related to model methodologies. Other duties and responsibilities will include model documentation and model audit work as well as the interaction with senior management, model owners, regulators and auditors. The candidate will also ensure that the capital modeling and allocation strategies meet both internal objectives as well as regulatory standards.

Requirements for Sr. Manager Model Validation Include:

-Master's Degree in a quantitative discipline (Statistics, Mathematics, Physics, Economics, etc) Ph.D. STRONGLY preferred
-Seven (7) or more years of experience developing and validating statistical and econometric models and at least two (2) years experience with PPNR modeling
-Seven to Ten (7-10) years of experience within the financial services industry serving credit card, auto or other consumer finance portfolios
-Strong familiarity with credit scoring techniques and bureau data
-Excellent knowledge of regulatory requirements within CCAR and Basel as well as SR 11-7 guidelines
-Excellent skills in SAS, SQL, R, MATLAB or other programming languages
-Strong model development/building experience is a big plus!

Paul Chatlos
Executive Recruiter

Paul specializes in the recruitment of quantitative marketing professionals. He prides himself in building excellent relationships with both clients and candidates in order to best address their hiring needs and career goals.
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