Sr. Quantitative ERM and Capital Markets - Model Validation
- Employer
- Selby Jennings
- Location
- Washington D.C., USA
- Salary
- Negotiable
- Closing date
- Oct 8, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Skills:
- Responsible for the validation of capital market or enterprise risk management models
- Lead technical validation of models and write detailed model validation reports
- Work in tandem with stakeholders and other model validators to ensure proper delivery of model review projects
- Oversee regulatory findings and address audit feedback
Skills:
- Doctorate degree or master's degree with 3 years of relevant work experience
- Relative coursework with predictive modeling techniques - finance, statistics, mathematics, data science, etc.
- Strong familiarity with optimization programs - Python, R, SQL, Java, SAS, and MATLAB
- Relevant certifications like CFA, FRM, CPA is preferred
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