Project Overview
This role will support the Director of Risk Management to support both the implementation and execution of a new model risk governance program.
Job Functions & Responsibilities
- Document existing models in a model inventory.
- Assist the director with formulating policies and processes.
- Continuously monitor that model testing and validations are occurring
- Perform certain validations of existing models.
- Oversee outsourcing of certain models.
- Perform validation and internal controls of the operational risk program.
Skills
- Experience in model validations or benchmarking 5-7 years in a risk or compliance role, or front office running and testing models
Education & Certifications
- Degree in mathematics, economics, or statistics preferred Masters in quantitative science or similar preferred