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Model Risk Senior Consultant
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$147,767 a year
Full-time
- The Model Risk Senior Consultant will be responsible for performing consulting projects for a variety of financial services clients.
- This primarily includes consulting with clients about model risk management practices and providing model validation services, primarily for credit risk and treasury management (ALM)/finance related models.
- Credit risk model types (e.g., CECL, PD/LGD, Roll Rate, Scorecards, Stress Testing, etc
- Other model types (e.g., Asset Liability Management, Pricing, Mortgage Servicing Rights, etc
- Knowledge of risk ratings, risk rating /scorecard methodology, model governance, model development, CECL, DFAST, CCAR and capital allocation methodology would be a plus.
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