Design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework
Job Summary
Design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework.
Develop, maintain and manage a globally consistent model risk framework that complies with the firm’s major regulatory requirements.
Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
Matching Summary
Design frameworks, provide governance of model risk, controls, infrastructure and reporting as well as providing oversight for compliance of the Model Owner community with the Model Risk Management framework.
Skills & Requirements
Must-have
model risk management framework
quantitative role
risk management
model inventory and workflow
regulatory requirements compliance
quantitative processes oversight
Nice-to-have
cross experience across model types
strategic thinking
collaboration with stakeholders
negotiation skills
rational and logical thought process
Key Requirements
Experience in quantitative role
Exposure to variety of modelling types
Model risk tolerance reports
Strategic Validation Center of Excellence management