Responsibilities:
- Leads a quantitative team with model coverage of specified focus areas and oversees stakeholder engagement, including team effort in preparation for audit and regulatory exams
- Sets priorities related to quantitative modeling in line with the bank’s overall strategy and prioritization
- Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
- Maintains and provides oversight of model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
- Leads and provides methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
- Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
Skills:
- Business Acumen
- Critical Thinking
- Regulatory Relations
- Talent Development
- Technical Documentation
- Policies, Procedures, and Guidelines Management
- Project Management
- Risk Analytics
- Risk Management
- Stakeholder Management
- Drives Engagement
- Inclusive Leadership
- Risk Modeling
- Strategic Thinking
- Written Communications
Master’s degree in related field or equivalent work experience
1st shift (United States of America)