Role Overview
We are seeking a Senior Consultant in Model Risk to join our team. The role involves conducting model validations, developing validation frameworks, and providing expert guidance on model risk management practices.
Key Responsibilities
- Lead model validation projects and assessments
- Develop and enhance model validation frameworks
- Review model documentation and testing results
- Provide technical guidance to junior team members
- Collaborate with stakeholders to ensure model compliance
- Prepare detailed validation reports and presentations
Requirements
Education
- Master's degree in Mathematics, Statistics, Economics, or related quantitative field
- Professional certifications (FRM, PRM) are a plus
Experience
- 5+ years of experience in model risk management or validation
- Strong background in statistical modeling and risk management
- Experience with regulatory requirements and guidelines
Technical Skills
- Expertise in statistical analysis and modeling techniques
- Proficiency in programming languages (Python, R, SAS)
- Knowledge of risk models (Credit, Market, Operational)
- Understanding of machine learning and AI models
Soft Skills
- Strong analytical and problem-solving skills
- Excellent communication and presentation abilities
- Leadership and mentoring capabilities