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 validation 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. With the opportunity to be located in either Phoenix, AZ, or San Antonio, TX, and offering competitive pay, this is an exciting opportunity that you do not want to miss out on!
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, preferably a Master's degree
- 5-7 years of experience in a relevant field full time, 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
- Strong verbal, writing and presentation skills
- High-level understanding of Federal Regulations
