Washington Licensed Model Risk Director
A company is looking for a Director of ALM, Market Risk, and Model Risk Management.
Key Responsibilities
Manage and execute validation activities associated with risk models, including independent testing and model inventory updates
Oversee managerial functions, including team performance, training, and departmental budgeting
Facilitate stakeholder reporting and ensure the accuracy of validation reports
Required Qualifications
Bachelor's Degree with 8 years of experience in quantitative analysis in a financial institution, or a High School Diploma/GED with 12 years of experience
Experience in regression methodologies, loss forecasting, or regulatory capital estimation
Preferred advanced degree in Economics, Quantitative Finance, Statistics, or a related quantitative discipline
Knowledge of relational databases and SQL
Expert knowledge of SAS, R, or other programming languages
A company is looking for a Director of ALM, Market Risk, and Model Risk Management.
Key Responsibilities
Manage and execute validation activities associated with risk models, including independent testing and model inventory updates
Oversee managerial functions, including team performance, training, and departmental budgeting
Facilitate stakeholder reporting and ensure the accuracy of validation reports
Required Qualifications
Bachelor's Degree with 8 years of experience in quantitative analysis in a financial institution, or a High School Diploma/GED with 12 years of experience
Experience in regression methodologies, loss forecasting, or regulatory capital estimation
Preferred advanced degree in Economics, Quantitative Finance, Statistics, or a related quantitative discipline
Knowledge of relational databases and SQL
Expert knowledge of SAS, R, or other programming languages