Director – Treasury Model Validation recruitment
Responsibilities:
• Plan and execute projects to assess soundness of the implementation, modeling approaches and business assumptions of key models used by the Treasury and Balance Sheet Management groups.
• Thorough understanding of the relevance of the data utilized, the models’ conceptual framework, and how the models’ output is in ultimately used in making business decisions
• Independently research, identify and prototype industry best modeling practices.
• Interact with the business managers and developers
• Present validation results to senior management
• Coach and mentor junior staff
Requirements:
• 5+ years’ experience as a user or developer of Market Risk and or Asset Liability Management analytics
• Strong understanding of financial asset valuation principles (loans, securities, and derivatives) as well as market risk analytics
• Experience working with vendor (ADCO or AFT) or proprietary vendor models
• Experience developing deposit models
• Direct experience working with one or more of the following: FinCAD, Polypaths, Reval, Murex, Calypso, Panorama, QRM, or other comparable vendor analytics systems
• CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager)
• Strong communication skills
• Advanced degree (PhD or MS) in a quantitative discipline (e.g., statistics, physics, math)
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
Ashton Lane Group® “A trusted advisor throughout your career”