A leading and growing American financial institution is actively building out their model risk function, and is looking to bring on a highly-skilled, experienced Quantitative Risk Analyst to help lead their model risk efforts! Covering their banking book, this is an exciting role that offers exposure to a wide variety of banking models, and working with various teams and leadership across the business. This is a very high exposure role, where this person will be acting in a consultative manner with teams and senior level stakeholders across the business, while also being very responsive to the regulators! Located in San Antonio, TX or Phoenix, Az. Also potential to sit in Dallas, Tx!
What You Will Be Doing:
- Performing model validation of banking models
- Assessing future risk and new risks, using advanced analytics
- Developing complex systems and programs to measure aggregate risk exposures
- Applying expert knowledge and industry best practices to quantify risk exposures
- Reporting your findings, assumptions, and suggestions to senior leaders and governance committees regularly
What We Need From You:
- At least a Bachelor's degree in a quantitative discipline (A master's degree is preferred)
- 5-7 years of experience in a relevant field, working in either model validation or model development, or model governance
- Strong understanding of banking models including ALM, PPNR, and CCAR
- High-level understanding of SAS, R, or Python
- Extremely strong verbal, writing and presentation skills
- High-level understanding of Federal Regulations
- Experience working at a Big 4 consulting firm (EY, Deloitte, KPMG, PWC) will be highly looked upon