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Senior Vice President, Model Risk Management
senior · Corporate Finance
We’re seeking a future team member for the role of SVP - Model Risk Management to join our Model Risk team. This role is located in New York City, New York.
In this role, you’ll make an impact in the following ways:
- Lead the independent validation of treasury risk models, including IRRBB models and revenue forecasting models etc
- Provide credible challenge and independent assessment of model.
- Guide analysts in designing and executing efficient, risk-focused validation tests to identify model risks
- Communicate findings and limitations clearly to stakeholders and senior management and partner stakeholders to ensure risks are understood and appropriately mitigated.
- Ensure validation activities are aligned with internal model risk management standards and regulatory expectations
To be successful in this role, we’re seeking the following:
- Advanced degree in Finance, Economics, Mathematics, Statistics, Financial Engineering, or a related quantitative field; Master’s degree required, PhD preferred.
- 5-10 years of experience in model risk management, model validation, treasury risk, or quantitative risk management within financial services.
- Deep understanding of treasury risk models
- In-depth knowledge of financial instruments, valuation concepts, and risk measurement methodologies.
- Strong understanding of regulatory requirements and industry practice.
- Strong analytical and problem-solving skills with the ability to identify risks and recommend practical mitigation solutions.
- Demonstrated critical thinking skills, with the ability to evaluate complex model frameworks, identify risks, and develop practical mitigation recommendations.
- Excellent verbal and written communication skills, with the ability to present complex technical concepts to both technical and non-technical audiences.