Dynamics Associates is currently working with a Foreign Investment Bank. This prestigious institution is in search of a Senior Model Validation Analyst with strong model risk management and quantitative knowledge. This individual will perform independent validation using market risk, credit risk, liquidity risk and stress testing models. In order to understand model status and help enhance future developments, the ideal candidate will effectively collaborate with model owners.
- Minimum of 3 to 6 years of relevant work experience in financial services industry in the quantitative space.
- Experience in credit risk modeling or model validation especially those related to commercial and industrial loans.
- Advanced degree in a quantitative field such as economics, finance, statistics, mathematics, physics, engineering.
- Consulting background in the risk/model validation space a plus.