Risk Management Validation Professional - (US-MD-Frederick)

Risk Management Validation Professional - (US-MD-Frederick)

Compensation: $135K - $155K / Year
Minimum Education: Bachelors
Job Type: Full Time

Salary is quoted above PLUS BONUS 


The model validation team is responsible for overseeing or performing the validation of capital markets-related models used across the organization. These models are used for a variety of purposes including pricing, hedging, ALM, and the measurement of market, counterparty and operational risk. The team works closely with model development and other stakeholders during all model life cycle stages. The objective of the group is to support modeling activities within the organization, to improve model building and use practices, to minimize model risk and to meet or exceed regulatory and industry standards. 

This individual will also interact directly with senior management and regulators on key modeling issues, including the identification, management and mitigation of model risk. 

Qualifications: Advanced degree (Ph.D. preferred) in a quantitative discipline (e.g., econometrics, operations research, statistics, finance, mathematics, engineering, and physics). 

3+ years of experience directly related to risk management and modeling with specific expertise in the areas of derivative pricing, value-at-risk, counterparty exposure models, and economic capital metrics/allocation. Knowledge of financial industry practices and regulatory standards applied model development, model validation and capital levels. 

Excellent oral and written communication skills, including the ability to document and present model validation process and results suitable to a wide variety of audiences 

Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. 

PAID RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES. 

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