Key skills
PythonSQLC++CRRisk ManagementCollaboration
About this role
Role Overview
- Oversee the execution of model validation reviews by less experienced Quantitative Auditors
- Build and maintain effective working relationships with management
- Contribute to improving model risk management systems and processes
- Develop and maintain specialization and expertise in complex modeling concepts
- Oversee collaboration efforts across audit teams and provide subject matter expertise
- Assist audit teams with evaluating adherence to regulatory guidance on model risk
- Train/coach/mentor junior team members
Requirements
- Masters in Mathematics, Statistics, Data Science, Engineering, Computer Science or formal post undergraduate certification
- 8+ years of technical model experience
- Experience managing a team of model reviewers/developers
- Demonstrated proficiency with one or more financial modeling methodologies
- Ability to lead, work and direct others independently without supervision
- Strong knowledge of programming languages such as R, Python, or C++
- Strong knowledge of one or more database management tools such as SAS and/or SQL
- Strong analytical, facilitation, interpersonal and decision-making skills
- Strong written, oral, and negotiating skills
- Strong proficiency of standard software applications such as MS Office.
Tech Stack
- Python
- SQL
Benefits
- medical, dental, vision, life insurance
- disability
- accidental death and dismemberment
- tax-preferred savings accounts
- 401k plan
- 10 days of vacation (prorated)
- 10 sick days (prorated)
- paid holidays
- benefits available may vary by division