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This is an opportunity to join a newly-established high profile team which has a global remit with the mandate of reviewing the full model risk management lifecycle (with a specific focus on model development, model validation, implementation and backtesting), reporting findings to the Senior Management team and developing recommendations to proactively offset and control deficiencies identified in the review.
Key responsibilities will include;
Work closely with a team of highly-qualified model risk SMEs to deliver global reviews of the model risk management framework
Develop comprehensive reports from findings and provide insightful recommendations to the Senior Management team and relevant committees in order to ensure optimal management of the model risk framework
Travel to key sites across EMEA, APAC and the Americas to provide hands-on support in schedule assignments
The broad technical portfolio of reviews and exposure to senior management incumbent in this role will provide a platform and career trajectory into a leadership role within 3 years.
The head of this division is looking for an individual that is able to balance a highly technical skillset with the ability to manage internal and external stakeholder relationships in a credible manner.
Key experience and competencies looked for include;
Excellent academic record; Master's degree, PhD or equivalent in a highly-quantitative discipline (Statistics, Mathematics, Econometrics, Financial Engineering, Physics etc.)
3 – 5 years' experience in any of the following or similar areas: model development, model validation, front office structuring, quantitative research, algorithmic trading
Strong and demonstrable understanding of the relevant risk models that might be employed within the Global Markets area, which has coverage across; Equity Derivatives, G10 Rates, FX Local Markets, Commodity Derivatives, Primary & Credit Markets etc.
Knowledge around ALM Treasury is also a plus; liquidity, IRRBB, Funding etc.
An ability to commit to 50% + travel per annum to various locations globally, including New York, Hong Kong, Singapore, Paris, London, Sao Paolo etc.