Senior Manager – Model Validation recruitment
Responsibilities:
• Validation of loss forecasting and Basel-related models used to measure risk of a wide arrange of financial assets, as well as calculating regulatory and economic capital.
• Contributing to a team in charge of validating Basel-related and/or loss forecasting models for a large number of retail and commercial portfolios
• Utilizing advanced statistical, financial and economic concepts to produce analysis that can be used my management in business decisions such as pricing, risk management and capital allocation
• Organizing complex projects associated with the work described above and presenting the result of his or her analysis to senior management
• Influencing positive change through leadership, sound statistical and quantitative analysis and demonstrated subject matter expertise
Requirements:
• 5+years of experience as a developer or validator of statistical risk models
• Broad experience with loss forecasting or pricing models for credit-sensitive assets (mortgages, auto loans, credit cards, commercial lending)
• Applied statistical techniques: linear and non-linear regression, time series forecasting, panel data analysis, optimization, data mining and survival analysis
• Strong communication skills
• Proficient in SAS / Matlab
• Quantitative PhD and/or Master’s Degree
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
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