Sr Model Validation Specialist

Smbc Global Foundation Inc

Jersey City, NJ, US
Base: $155,000.00 to $195,000.00; bonus/equity: an...
On-site
Model validation methodologies
Credit risk and stress testing models
Regulatory compliance sr11-7 and cecl
The Model Validation Vice President plays an integral role in implementing the Model Risk Management framework and performing independent validation of credit risk and capital stress testing models

Job Summary

  • The Model Validation Vice President plays an integral role in implementing the Model Risk Management framework and performing independent validation of credit risk and capital stress testing models.
  • SMBC offers a competitive salary range between $155,000 and $195,000, potential annual discretionary incentives, and a comprehensive benefits portfolio.
  • Employees participate in a hybrid workforce model with opportunities to work from home and office, with accommodations available for applicants with disabilities.

Matching Summary

The Model Validation Vice President plays an integral role in implementing the Model Risk Management framework and performing independent validation of credit risk and capital stress testing models.

Salary

Base: $155,000.00 to $195,000.00; Bonus/Equity: Annual discretionary incentive award possible; Benefits: Competitive portfolio of benefits

Skills & Requirements

Must-have

  • Model validation methodologies
  • Credit risk and stress testing models
  • Regulatory compliance SR11-7 and CECL
  • Model risk governance
  • Large and complex data sets
  • Model documentation and reporting

Nice-to-have

  • Leadership and team collaboration
  • Project management skills
  • Clear and concise communication
  • Stakeholder relationship building
  • Hybrid workforce model

Key Requirements

  • Master's degree in Statistics, Mathematics, Engineering, Computer Science or related fields
  • 5-10 years of experience
  • Strong knowledge of SR11-7, CECL, CCAR regulations
  • Experience with loss reserve, CECL, capital and stress testing models
  • Ability to work within regulatory expectations
  • Must live within reasonable commuting distance of Jersey City, NJ office

Work Rights

Must live within reasonable commuting distance of office

Tailored Resume

Cover Letter