Sr. Manager, Statistical Analysis Basel II

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Job Title:
SR. MANAGER, STATISTICAL ANALYSIS BASEL II
Job Description:
Job ID(18581)
Leading financial services company seeks experienced statistical leader to become the team lead for Retail Model Validation for Basel II models relating to Pillar I and Pillar II capital requirements. The role will be part of the Scoring Office (within Risk Management), which is responsible for the governance of all models and predictions across the enterprise.

Position is based in VA Washington DC suburbs. Responsibilities include:
  • Lead a team in charge of directly validating all Basel-related models for all Retail portfolios
  • Ensure defendability of modeling results by providing effective challenge and independent review
  • Directly contribute to a variety of validation activities, including review of model design, data review, building internal benchmark models, evaluating stress scenarios, and sensitivity analyses
  • Influence best practices for the core team of model builders
  • Engage with regulators as needed to showcase independent review results
  • Communicate important issues to senior management in business units and within Risk Management
  • Direct management of other associates

    Qualifications:
  • Masters Degree (Phd Preferred) in Statistics, Economics, Math, Industrial Engineering or Operations Research
  • 5-10 Years experience in Statistical, or Econometrics hands-on work (can include Graduate School Research work)
  • 5+ years using SAS
  • 3 years experience building PD/LGD/EaD models for retail portfolios in a Basel setting
  • Direct prior experience as a hands-on validator of models preferred

    Recruiter: Howard Fishman

  • Salary: $90-150k plus Location: McLean, VA
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    Keywords:Basel, Risk Management, SAS, Model Validation, Statistical Modeling
    Job Categories: Consumer Credit/Credit Cards, Risk Management, Statistics/Econometrics
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