Sr. Quantitative ERM and Capital Markets - Model Validation

Recruiter
Selby Jennings
Location
Washington D.C., USA
Salary
Negotiable
Posted
22 Sep 2022
Closes
08 Oct 2022
Ref
16993483
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • 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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