Senior Quantitative Risk Modelers/Analysts/Managers

Location: Chicago, IL, United States
Date Posted: 01-26-2017
Several opportunities available to support the  continuous  development  of  a sound  and  robust  framework  of  Model  Risk  Management  within the Bank.

Key  responsibilities include,  but  not  limited  to,  independently perform comprehensive model validation, document validation analyses/findings, and recommend model issues/observations based on validation findings.
 
Independently perform model validation in accordance to  Model Risk Management  policy  and  procedure.
Assess the soundness of model inputs, assumptions, methodology and conceptual framework.
Design  and  conduct  outcome  analysis  to  evaluate  model performance.
Identify model risks,  limitations and  propose potential model  issues  or  recommendations based  on findings.
Present test results, validation findings, and  overall  model  risk  assessment  to  management.
Work with model owners to develop a robust ongoing monitor system  to effectively  mitigate model  risks.
Coordinate  with Model  Governance  analyst  to address  any  outstanding  issues.
.
General  Model  Risk Management
Keep  abreast  of  industry  best  practice  standards  for  model validation.
Serve as point of contact for Line of Business audits and regulatory examinations of model validations.
Coach,  mentor,  and  develop  junior validators.
Other  projects/tasks  as  assigned  by  MRM management.
 
If you have experience  in any one of the following, we would like to talk with you.

- General Risk model development, selection/implementation - Basel II
- CCAR, DFAST, Focus on supporting all Capital adequacy processes
- Model and Documentation validation, Asses Model inputs, etc
- Credit Risk for Mortgage, Direct, Indirect, credit card or Small Business
-Quant model development involving risk, profitability, loss forecasts, loan origination strategies & pricing
 
 
 
 
Contact information:
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Recruiter
Max Populi, LLC
4628 Bayard Street, #207
Pittsburgh, PA 15213-2750
Tel: (412) 567-5279
Fax: (412) 567-5198
e-mail: jobs@maxpopuli.com
or
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