Truist Universal Banker - Float Central Broward Area 

United States, Florida 

750998720

Regular or Temporary:

English (Required)

1st shift (United States of America)The role's primary objective is to assess and understand the risks associated with models used throughout the Bank. As a member of the Model Risk Management (MRM) program, you will manage a team of validation analysts in the execution of the MRM policy and procedures to ultimately provide effective model challenge. This leadership position also requires assistance in the ongoing buildout of the enterprise wide MRM framework.

ESSENTIAL DUTIES AND RESPONSIBILITIES

Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.

1. Provide effective model challenge across multiple risk and business domains (e.g., Underwriting, Loss Forecasting, Compliance, Financial Crimes, etc.).

2. Effectively and independently interact with senior leaders from management, business areas, audit, and regulatory bodies.

3. Provide leadership / mentorship to other model validation managers across various products, modeling disciplines, and complexities.

4. Contribute to strategic, cross-functional initiatives across the organization.

5. Identify and implement innovation pertaining to model validation and governance.

6. Hire, supervise, and lead a team of validation analysts to review and assess advance modeling approaches to set the standard for excellent performance.

7. Ensure validation work products comply with Model Risk Management policy, procedures, and regulatory guidance.

8. Execute model risk management activities to align with the Bank's model risk appetite.

Required Qualifications:

The requirements listed below are representative of the knowledge, skill and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

1. Bachelor's degree in Statistics, Econometrics, Quantitative Finance, Mathematics, Operations Research, or other applied quantitative science, or equivalent education and related training.

2. Ten+ years of relevant experience or equivalent financial industry experience developing, documenting, implementing, or validating quantitative models.

3. Seven+ years of relevant experience supervising teammates with quantitative educational and/or work backgrounds.

4. Experienced with modeling languages (e.g., SAS, R, etc.) and model platforms (e.g., CreditLens, QRM, etc.).

5. Strong written and verbal communication skills as well as experience proofreading documents written by others.

6. Exceptional organizational skills and ability to manage multiple time sensitive projects concurrently.

Preferred Qualifications:

1.Master’s degree or higher in Statistics, Econometrics, Quantitative Finance, Mathematics, Operations Research, or other applied quantitative science, or equivalent education and related training.

2. Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), and/or Certificate in Quantitative Finance (CFQ) designation.

3. Experience with machine learning or advanced analytics in credit modeling.

4. Prior experience interacting with regulatory bodies (e.g., FRB, FDIC, OCC)