Model Risk Governance job opportunity with a Global Leader for a professional holding at least 10years experience in Model validation activities, providing guidance on a models appropriate usage in the business context and evaluating ongoing model performance testing. Our esteemed client is looking for a dynamic to grow their career in Model Risk management function for their clients. You will utilize your experience in Model Governance, Validation, Evaluation, Testing and Development to give out accurate regulatory result. If this sounds exciting, apply with us!
YOUR FUTURE EMPLOYER
A leading, global firm with a distinguished clientele providing extensive financial and asset management services.
Engaging in model validation activities in the coverage area - evaluating conceptual soundness of model specification
Performing Tests to support the correctness of the implementation of models in the area
Enhancing to existing models, extensions to scope of existing models.
Guidance to Professionals on appropriate usage, controls around model restrictions & limitations, and findings for ongoing performance assessment & testing.
Prior experience in following backgrounds - Quantitative Model Development, Model Validation, Trading or Structuring, Market/Credit Risk Management
Domain expertise in one or more of these areas: CVA, DVA, FVA, KVA, Counterparty Credit Risk Capital (CVA RWA/ Default RWA), Wholesale Credit Capital (Default RWA), TCP, SFA Securitization, Market Risk capital models including VaR Models, Derivatives pricing models, CCAR Models, Regulatory/Economic Capital Models, probability theory, econometrics, statistics, and numerical methods
Strong quantitative background based on a PhD or Masters Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.
WHATS IN FOR YOU
An opportunity to define, lead and coordinate the operations/function of the company.
Liaise extensively with stakeholders.
If you think this role will add value to your career, kindly write me an email along with your updated CV on firstname.lastname@example.org for a confidential discussion on the role.
Crescendo Global is an ISO 9001:2015 certified, equal opportunity Leadership Hiring consulting firm. Crescendo Global consultants value diversity in the talent they identify for its Global and Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, color, origin, gender, sexual orientation, age, marital status, veteran status or disability status.