- Assist in developing, maintaining, and implementing model risk management program.
- Assist in establishing standards for managing areas of model risk.
- Perform independent model validations of models in the enterprise-wide inventory.
- Monitor model performance reports
- Consult with model users on the design of effective model operational controls.
- Advanced degree in finance, financial engineering, economics, mathematics, statistics, engineering, or related fields.
- Experience with model development, model management, and/or model oversight in one or more of the following areas: asset-liability management (QRM experience a plus), investment portfolio, and DFAST/CCAR stress testing).
- 5+ years of experience within the financial services industry
- Skilled in SAS, R or other equivalent languages
- Excellent communication, analytical, and problem-solving skills.