Assistant Vice President - Model Risk Management - Investment Bank

Responsibilities:

- Be expected to lead and manage independent validation reviews across a wide range of core Risk Capital or other business impact models used throughout the bank.

- Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review

- Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses

- Be expected to demonstrate independence in planning and stakeholder engagement, testing design and execution, results in interpretation and presentation, and the production of documentation

Specification:

- Experience in data management and analysis or in Front Office IT would be an advantage

- Good knowledge including software applications such as R, Matlab, SQL, and SAS.