Senior Model Risk Manager (PhD) Risk Governance-Major Bank
Posted on Dec 11, 2018 by Analytic Recruiting Inc.
Major financial firm in NYC is looking for a Senior Model Risk Manager with a Quantitative PhD to lead the banks analysis of Basel II/III, Market Risk, and Capital Adequacy Models and Risk Methodologies.
- Manage a large team of Quantitative Modelers who are building and enhancing bank wide risk metrics and risk analytics (Model Performance, Risk Weighted Assets, Capital Optimization)
- Design, Develop and Manage new programs to monitor and assess model risk management at the bank
- Develop close working relationships with senior business unit heads and various regulatory agencies
- Work across the bank to implement new risk governance and risk policies
- Act as Subject Matter Expert on current model risk issues related to mandated regulatory
- timelines: (Basel, CCAR)
- Represent the bank as the Model Risk expert and spokesperson to the regulators
- Quantitative PhD
- Minimum of 10+ years working on Bank Wide Model Risk Development, Model Review, Model Validation and Model Risk Governance
- Must be able to manage a large team of Quantitative Modelers
- Must be able to manage multiple Model Risk Modeling projects and complete these projects in a time-sensitive environment
- Must be able to work across multiple business lines and managing expectations
- Must have superior written and oral communication skills to lead meetings and discussions with both senior internal management and external regulators
- Must have current experience working on Basel II and Basel III modeling techniques, bank capital adequacy models, Market Risk Models and Risk Weighted Assets analytics.
Keywords: Team Leader, PhD, Model Governance, Model Development, Stress Testing, Basel II, Basel III, Risk Weighted Assets, Capital Adequacy
Please refer to Job 23222 - and send MS Word attached resume to .Major financial firm in NYC is looking for a Senior Model Risk Manager with a Quantitative PhD to lead the banks analysis of Basel II/III, Market Risk, and Capital Adequacy Models and Risk Methodologies.