Senior Model Validation Manager
A company is looking for a Senior Model Validation Manager - Commercial CCAR/CECL.
Key Responsibilities
Lead independent validation of commercial CCAR/CECL and capital-related models
Direct validation activities including performance testing, benchmarking, and back testing
Manage a quantitative validation team and drive improvements in validation practices
Required Qualifications
Master's or Doctoral degree in a quantitative discipline with 7 years of relevant financial services experience
4 years of managerial experience or a combined minimum of 10 years of higher education and relevant work experience in lieu of a degree
Demonstrated technical knowledge of advanced software packages used in analytics
Significant experience validating or developing commercial credit risk or CECL models
Strong programming proficiency (Python or equivalent) and ability to replicate and interrogate model code