Job Responsibilities:
- Act as the modeling lead across the Commercial and Investment Banking Recovery & Resolution model suite
- Partner with finance teams to develop packaging and unwinding methodologies
- Create accurate and sustainable modeling frameworks; developing strong implementation structures is key
- Confidently explain results and keep senior stakeholders informed through regular presentations.
- Challenge pre-existing modeling assumptions to improve the process
- Serve as the counterweight and primary contact for Model Risk
Required Qualifications, Capabilities, and Skills:
- At least 7 years of experience in model development, review or testing
- Strong sense of modeling best practices, including model success criteria, documentation and implementation
- Strong prioritization skills, with the ability to manage a book of work on several models
- Initiative-taking and self-organized with the ability to solve problems independently
- Ability to distill information clearly, which ranges from discussing detailed modeling methodologies with Model Risk to summarizing approaches and key information with senior management
- Comfortable with detailed independent analysis and coordinating input from others
Preferred Qualifications, Capabilities, and Skills :
- Preferred experience in derivatives pricing, securities, secured funding, market/counterparty risk, or valuations
- Technical skills including Python or Alteryx
This position isnoteligible for sponsorship.