Risk Management - Model Risk Officer: Treasury and Chief Investment Office - Executive Director
: Job Details :

Manage a team of model risk professionals ensuring high standards for effective challenge for all model review and governance activities. Lead risk assessments and communication of model risk findings to senior stakeholders both internal and external. Foster a culture of continuous improvement and innovation. Manage production of high-quality validation reports to ensure evaluation of conceptual soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics. Lead interactions during model-related audits and regulatory examinations. Required qualifications, capabilities and skills. Demonstrated senior leadership experience in risk management, including experience managing team members effectively in multiple locations and across geographic time-zones. Deep understanding of quantitative analysis including both macroeconomic and risk neutral pricing theory applied to asset and ...Risk Officer, Risk, Director, Investment, Executive, Treasury, Banking, Business Services