Location: Washington, DC, DC, 20001, US
Job Summary:
Job Duties and Scopes:
- Promote and optimize the Model Risk Management framework.
- Develop and implement model validation plans.
- Collaborate with model owners to identify and manage risks.
- Prepare validation reports for management, regulators, and auditors.
- Track and report on model risk and issue remediation.
Required Skills:
- Strong understanding of model risk management and validation.
- Proficiency in Python or R.
- Excellent written and oral communication skills.
- Ability to build relationships with technical and non-technical stakeholders.
- Familiarity with regulatory frameworks related to model risk.
Required Experiences:
- Minimum 7 years of experience in quantitative analytics or model risk management.
- Bachelor's degree in a quantitative discipline (Economics, Math, Computer Science, Data Science).
- Experience with financial market models (credit risk, fraud, market risk, liquidity risk).
Job URLs: