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Our global investment banking client is building out their quantitative credit risk team in New York.
The team is responsible for performing independent model validation across the bank's credit risk and stress testing models to ensure they are compliant with SR 11-7 regulations. They will monitor performance of high-risk models and reporting results that will outline areas of improvement or concern.
Successful candidates will have a minimum of 3+ years of risk management experience with a focus on model review, governance, and oversight. An advanced degree in a quantitative discipline is highly preferred.
As this is a highly visible role, involving significant interaction with senior management across various LOB's, candidates must possess excellent verbal and written communication skills.
For more information please contact Lauren Bowden on +1 646 766 1230.