A major financial firm is looking for a Director/Sr. Director to lead a small team (3-4) that provides 2nd line for Model Risk Governance. The firm is introducing current ML/AI techniques that will automate risk processes and streamline model documentation.

Responsibilities:

• a small team for testing and validating market risk models.
• and manage validation of risk models using current ML/AI applications (gradient boosting algorithms, random forest, neutral networks)
• multiple risk governance projects
• subject matter expertise on model risk governance to internal managers and external regulators
• be the team lead for the firm s 2nd line of model risk governance

Requirements:

• Quantitative degree
• have current-hands-on machine learning/artificial intelligence technology skills
• be able to manage multiple projects and people
• have financial risk management experience
• have proven model validation experience
• have superior written and oral communication skills
• have the ability to translate complex information to a non-technical audience

Keywords: Model Governance, Model Validation, 2nd Line of Defense, Market Risk, Credit Risk, Machine Learning, Artificial intelligence

Please send resumes to Jim Geiger ...@analyticrecruiting.com