Please send me your details (resume, work authorization status, current location, availability and compensation expectations) directly to: denis.potapenko@systemone.com for an immediate consideration. Make sure to include both the job title and location of the job if you email me directly. Contract position; contract can be extended; C2H is possible REMOTE WORK Quantitative Model Risk Auditor :
Quantitative Model Risk Auditor will join a Model Risk Audit Team to perform independent assessments of the statistical soundness of model methodologies, assumptions, risks and limitations of the entire model inventory.
Perform complex quantitative analyses and model development to support decision-making
Develop new model frameworks, refine, monitor, and validate existing models
Conduct on-going communication with model owners and model developers during reviews
Work with large datasets to create models
Perform advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design, implementation, data quality and integrity
Review reports and associated quantitative analysis, validate existing models, and assess model risks
Evaluate identified model risks and reach conclusions on strengths and limitations of models
Prepare and analyze detailed documents for validation and regulatory compliance
Qualifications :
Bachelor’s or Master’s degree in relevant discipline
Prior modeling experience preferred, with several years' experience in financial services modeling
Familiarity with regulations such as OCC 2011-12 ( Office of the Comptroller of the Currency Bulletin 2011-12, "Sound Practices for Model Risk Management" ), FR 11-7 (Federal Reserve Supervision and Regulation Letter 11-7, "Guidance on Model Risk Management"), fair lending and/or other financial services experience
Firsthand experience in model development, monitoring, risk management program governance and oversight, and/or model risk testing
Excellent communication skills to interact effectively across the three lines of defense: Engaging with model owners and model developers, Collaborating with the Model Risk Management group, Coordinating with other Internal Audit team members
Ability to prioritize work using a risk-based approach
Strong multi-tasking skills to manage priorities across multiple deadlines
Please send me your details (resume, work authorization status, current location, availability and compensation expectations) directly to: denis.potapenko@systemone.com for an immediate consideration. Make sure to include both the job title and location of the job if you email me directly.
PNC Beeline VMS# 135309-1 & 135313-1
System One, and its subsidiaries including Joulé, ALTA IT Services, CM Access, TPGS, and MOUNTAIN, LTD., are leaders in delivering workforce solutions and integrated services across North America. We help clients get work done more efficiently and economically, without compromising quality. System One not only serves as a valued partner for our clients, but we offer eligible full-time employees health and welfare benefits coverage options including medical, dental, vision, spending accounts, life insurance, voluntary plans, as well as participation in a 401(k) plan.System One is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity, age, national origin, disability, family care or medical leave status, genetic information, veteran status, marital status, or any other characteristic protected by applicable federal, state, or local law.
