Senior Manager, Model Vetting & Validation recruitment
Our client, a major financial institution in the Downtown Toronto core is expanding its team to include a Senior Manager, Model Vetting Validation. This position reports into the AVP Model Vetting Validation (Enterprise Risk Management).
In this role, the Senior Manager will lead a team of quantitative professionals to vet and validate Operational Risk models, and quantitative models for non-retail Credit Risk in Canada and the U.S., including credit parameters, general allowances, economic capital, and stress testing. The Senior Manager will also be required to recommend the approval of the models or other corrective actions based on the independent vetting and validation.
Qualifications:
In order to be considered for this opportunity, you must have a Graduate Degree (Mathematics, Statistics, Quantitative, Physics etc) and 5+ years of management experience; a solid Quantitative background in model vetting validation; Advanced Mathematic / Numeracy Skills; Excellent Communication Skills. It is imperative that the candidate have solid knowledge of credit risk rating systems, credit VaR methodologies such as CreditManager, financial modeling and statistical analysis/modeling.
Our client is also looking for experience in either developing or vetting or validating risk models such as credit risk rating models, market risk VaR models, counterparty credit risk rating models and economic capital models. Proficiency in relevant programming languages such as C++, C, Matlab and SAS required.
To Apply:
For more information and confidential consideration, please send your resume to annemarie.richter@roberthalffsg.com quoting the job reference Model Vetting Validation (#05091-100300) in the subject line of your e-mail.
About Us:
Founded in 1948, Robert Half International Inc. (RHI) is the recognized leader in professional-level staffing and operates in more than 350 locations in 14 countries throughout North America, Europe, Asia, Australia and New Zealand. Robert Half International is traded on the New York Stock Exchange (NYSE: RHI) and is a member of the prestigious SP 500 Index.
Robert Half Financial Services Group specializes in the placement of full-time, project and interim professionals in the banking, brokerage and investment sectors covering such areas as asset management, commercial lending, corporate finance, compliance, investment analysis and risk management.
Robert Half International again was named to FORTUNE® magazine's "World's Most Admired Companies" list, ranking number one in our industry in both innovation and quality of services. (March 21, 2011)
Visit us online at www.roberthalffsg.com or contact your local office at 1.800.803.8367 to learn more about how the Robert Half Financial Services Group can assist you.
Robert Half Financial Services Group is an Equal Opportunity Employer.