Model Risk, Vice President, Firm Risk Management

About the role

We’re seeking someone to join our team as a Vice President in Model Risk Management Team. In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyse and monitor risks and lead key regulatory initiatives.

What you'll do

• Provide independent review and validation compliant with MRM policies and procedures, regulatory guidance and industry leading practices
• Take initiatives and responsibility of end-to-end delivery of a stream of Model / Tool Validation and related Risk Management deliverables
• Write Model / Tool Review findings in validation documents that could be used for presentations both internally (model and tool developers, business unit managers
• Follow financial markets & business trends on a frequent basis to enhance the quality of Model and Tool Validation and related Risk Management deliverables

What you need

• 7–13 yrs of experience
• Risk management
• Statistics
• Physics
• Audit
• PhD

Good to have

• Machine learning
• Python
• R