Associate Director, Model Risk Management

Full Time

International Banking Client

Office Status: Hybrid

Responsibilities:

  • Validate interest rate derivatives models, securitized products models, PPNR models, and/or VaR models
  • Conduct model risk management for interest rate derivatives models, securitized products models, PPNR models, and/or VaR models
  • Engage the risk, finance, front office, and other related function group personnel, as necessary to pro-actively identify, assess, monitor, and manage model risk
  • Oversee that, per model risk policy, models are appropriately registered and risk rated by EMRM (Enterprise Model Risk Management), validated before use, following appropriate protocol when adjustments or other changes are made to a model
  • Offer input on model design or use that would enhance the management of model risk
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