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AVP Model Validation Manager

Job Seekers Ireland Risk Management Financial Services

Job Summary

  • Dublin
  • Permanent
  • BBBH781247
  • Apr 30, 2021
  • Competitive
Job Description

Morgan McKinley has partnered with a global Financial Services company who are seeking to recruit a Model Validation Manager for their Dublin office.

This is a great opportunity for an individual who wants to be part of a fast paced environment and working with a collaborative global team.

The Role:

  • Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.

  • Manage stakeholder interaction with model developers and business owners during the model lifecycle.

  • Represent the bank in interactions with regulatory agencies, as required.

  • Present model validation findings to senior management and supervisory authorities.

  • Provide effective challenge to model assumptions, mathematical formulation, and implementation

  • Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.

  • Contribute to strategic, cross-functional initiatives within the model risk organisation.

Required Experience:

  • Minimum of Master's degree in a quantitative field.

  • 4+ years of relevant experience in the workplace.

  • Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation..

  • Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.

  • Good knowledge of financial products, financial mathematics, pricing methodologies, numerical techniques, risk management, Basel/CCAR regulatory requirements.

  • Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra.

  • Solid writing skills as evidenced by publications in peer reviewed journals.

  • Programming skills: C/C++, Python, Matlab, SAS, R, Java, Oracle and SQL.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

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Consultant Details

Consultant Details

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Órlaith Jennings
  • Consultant | Financial Services Recruitment
  • 353 (0) 1 4321555
  • ojennings@morganmckinley.com