A bulge bracket bank is hiring for a mid-level Model Validator to join its growing model risk function, specifically in its Dallas/Fort Worth Area office. This team is responsible for developing, enhancing and validating the methods used to measure and analyze risk for all risk types including market and credit risk. In this role you will be responsible for managing model risk across the entire model life-cycle, conducting model validation and ongoing performance evaluation as well as annual model reviews.
What You Will Be Doing:
Validating models and methodologies used for measuring risk, across risk types including market and credit risk
Managing the model life-cycle including model validation, ongoing performance evaluation and annual model reviews
Produce analytics and reporting used to manage the Bank's operations
Assist in the development of analytic engines for business product lines
What We Need To See In You:
~6 years of full time work experience that is relevant to the role
Model risk, model validation, or model development experience in either credit risk or market risk
Experience in a quantitative risk management role at a large financial institution
Proficiency in Python, SQL, SAS or similar statistical coding software used to build and test models
Preferably a Masters degree in a quantitative discipline
