Quantitative Risk Modeler - Model Risk Management
- Employer
- Analytic Recruiting Inc.
- Location
- New York, USA
- Salary
- $180k - $215k
- Closing date
- Apr 1, 2023
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Requirements:
Base Salary Range : $130,000-$175,000. This represents the presently-anticipated low and high end of the Company's base salary range for this position. The actual base salary range may vary based on various factors, including but not limited to location and experience.
Total Direct Compensation : This job is also eligible for discretionary bonus and incentive compensation on an annual basis.
Keywords: Model Risk Management, Model Inventory, Model Governance, Model Validation, Model Risk Metrics
Please send resumes to Jim Geiger jeg@analyticrecruiting.com
- Oversee the model inventory process that enables the firm to conduct model risk governance
- Models include: probability of default, credit risk metrics, cash flow analysis, loss forecasting.
- Manage, and maintain the firms Model Risk Management model inventory
- Monitor and track business use of the model risk platforms and models
- Be the subject matter expert on all model risk management model risk governance issues
- Analyze and conduct risk reports for senior management using SQL
- Work closely with model validation and model risk quants to monitor and enhance risk governance models and systems
Requirements:
- 5+ years of model risk management experience
- BA or BS in Finance or a quantitative field
- In-depth knowledge of the model risk lifecycle, model validation, model inventory, and model governance
- Should have fixed income market knowledge
- Must have advanced python and SQL database skills
- Must have superior communication skills
- Nice to have: model calibration, model validation, stress testing, benchmarking, and model risk metrics experience
Base Salary Range : $130,000-$175,000. This represents the presently-anticipated low and high end of the Company's base salary range for this position. The actual base salary range may vary based on various factors, including but not limited to location and experience.
Total Direct Compensation : This job is also eligible for discretionary bonus and incentive compensation on an annual basis.
Keywords: Model Risk Management, Model Inventory, Model Governance, Model Validation, Model Risk Metrics
Please send resumes to Jim Geiger jeg@analyticrecruiting.com
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