Risk Model Validation Vice President (vp)

Barclays

New York, United States
Base: $152,339 - $160,000 py; bonus/equity: not sp...
Hybrid
Model validation and approval
Conceptual soundness assessment
Model risk assessment
Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews

Job Summary

  • Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.
  • Contribute or set strategy, drive requirements and make recommendations for change, and manage and maintain policies/ processes.
  • Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives, and adopt and include the outcomes of extensive research in problem solving processes.

Matching Summary

Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.

Salary

Base: $152,339 - $160,000 per year; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Model validation and approval
  • Conceptual soundness assessment
  • Model risk assessment
  • Documentation of findings
  • Large Model Framework evaluation
  • Treasury, Liquidity, IRRBB models

Nice-to-have

  • Strategic planning and recommendations
  • Leadership and accountability
  • Stakeholder management and negotiation
  • Sophisticated analytical thought
  • Innovative solution development

Key Requirements

  • Minimum 5 years of experience in model validation
  • Experience with Treasury, Liquidity, IRRBB models
  • Experience as a Lead Validator for Tier-1 models
  • Proficiency in producing high quality written validation reports

Work Rights

Not specified

Tailored Resume

Cover Letter