Specialist, Model Risk Management I

94_25950459

Obowiązki

• Execute enterprise standards for model validation, by setting the scope of a validation effort. This entails designing the tests and review activities necessary to evaluate a model.
• Responsible for evaluating the strengths and weaknesses of a models conceptual framework to identify situations where a model may become less useful.
• Reviews accuracy of reports and calculations performed by less experienced colleagues.
• Responsible for the technical direction, accuracy, and soundness of quantitative methods in the assigned area. Decisions and assumptions recommended by the incumbent have significant impact on the financial and risk position of the Bank or legal entity supported

Wymagania

• Masters Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, econometrics.
• 0-2 years of experience. The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation, and communications skills.
• Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages (such as Python, R / R-Studio, C/C++, C#, Java, FORTRAN, MATLAB, SAS) as well as mathematical/statistical software packages.
• Must be extremely focused, detail oriented, results oriented and highly productive.
• Must have a proven track record of being able to efficiently and effectively: conduct independent research; analyze problems; formulate and implement solutions; and produce quality results on time.
• The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.

Oferujemy

• America’s Most Innovative Companies, Fortune, 2024 
• World’s Most Admired Companies, Fortune 2024 
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024 
• Best Places to Work for Disability Inclusion, Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024 
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024 
• Bloomberg’s Gender Equality Index (GEI), 2023

Źródło: BNY/Praca