Senior Manager / Senior Associate Commercial Lending Model Validation recruitment
Responsibilities:
• Lead projects validating Basel-related models for commercial portfolios
• Ensure defensibility of modeling results by providing effective challenge and independent review
• Directly contribute to a variety of validation activities, including review of model design, data review, building internal benchmark models, evaluating stress scenarios, and sensitivity analyses
• Influence the prevailing best practices for the core team of model builders
• Engage with regulators as needed to showcase independent review results
• Communicate important issues to senior management in business units and within Risk Management
Requirements:
• 5+ years credit risk modeling experience in commercial banking or financial service industry
• Experience building or validating PD/LGD/EAD models for commercial portfolios in a Basel setting
• Basel II and/or Economic Capital modeling / validating experience
• Retail/Consumer banking experience
• Strong communication skills
• Proficient in SAS / SQL
• Master’s/Ph.D. in finance, economics, statistics, operations research, or other quantitative disciplines
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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