Role Overview
We are seeking a Lead for our Model Risk Management team. The role involves leading model validation initiatives and developing risk management frameworks.
Key Responsibilities
- Lead model risk management initiatives
- Develop validation frameworks and methodologies
- Review complex models and validation reports
- Guide and mentor team members
- Ensure regulatory compliance
- Interact with stakeholders and regulators
Requirements
Education
- Master's/PhD in Mathematics, Statistics, or related field
- Professional certifications (FRM, PRM) preferred
Experience
- 8+ years of experience in model risk
- Strong background in quantitative analysis
- Experience with regulatory requirements
Technical Skills
- Expertise in statistical modeling
- Knowledge of risk models and methodologies
- Understanding of machine learning
- Proficiency in programming languages
Soft Skills
- Strong leadership and mentoring abilities
- Excellent communication skills
- Strategic thinking and decision making