Ashton Lane Group, Inc
Location
McLean, VA | United States
Job description
Quantitative Model Review Support the capital markets model risk / validation for a leading financial institution Responsibilities: Perform all tasks related to model validation to evaluate and manage model risks associated with models in the investment and capital markets area. Conduct technical validation of the company models, including writing a detailed independent model validation report Follow model governance procedures and requirements Remediate regulatory findings and address audit feedback Work collaboratively with partners to ensure effective management of model risk enterprise wide Work collaboratively with model Validators to ensure timely delivery of model review projects Requirements: Experience in model development, model validation, quantitative analysis, and/or risk management within financial services Strong knowledge of econometric models, tools and techniques Deep curiosity to learn about new things with critical thinking, ability to think creatively and connect dots Flexible and adaptable, capable of multi-tasking effectively in a highly efficient environment Excellent communication skills. Advanced degree in economics, finance, mathematics, statistics or related field For immediate consideration, please forward resume and contact details to: [email protected] Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit Ashton Lane Group® “A trusted advisor throughout your career”
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