Weehawken, New Jersey
Do you enjoy validating financial models? Do you have a knack for challenging current state processes and identifying risks? We are looking for someone like you to:
Liaise with Group Validators to ensure that the validation at Group is aligned with the requirements in the US.
Act as the first point of contact in the US for these models to bridge the time gap between US and the other locations (i.e. London, Zurich and offshore locations.)
Interface with US regulators, audit and Model Sponsors and therefore must be fully familiar with all the models in use and the corresponding regulations in CUSO
Coordinate with Group counterparts and ensure that Group validators are fully engaged.
PhD/Masters in a Quantitative Discipline like Math, Statistics, Engineering, Quantitative Finance with a strong theoretical grounding in advanced probability, statistics, time series analysis and related concepts.
Achieved the Director or VP title equivalent at a reputable financial institution developing or validating models
1+ years of hands on experience in developing or validating PPNR and CCAR Models
Strong quantitative developing and modelling skills in at least two of the following languages: R, SAS, Matlab and Python
Strong communication and presentation skills coupled with the ability to document validation reports effectively