Model Risk Manager - BRS - Operations Risk

Grant Thornton - New York City, New York
9/13/2017 4:03:44 PM
037749




Grant Thornton is collaborative, entrepreneurial and on the move. As part of a dynamic global organization of 30,000 people serving clients in more than 100 countries, we have the agility and focus it takes to be a leader.

We are committed to capitalizing on our strengths and serving dynamic organizations that share our values and drive. Our global values of collaboration, leadership, excellence, agility, respect and responsibility guide our behaviors and fuel our ambition to be the firm that makes a difference, every day.

Job Description: Our National Financial Services Advisory services is looking for a Manager to join the Model Risk Management practice. The candidate will be responsible to foster internal collaboration, manage client engagements, train junior associates and implement model risk management leading industry practices. The candidate should be an expert in the area of development and validation of financial models. The position requires an ability to conduct client evaluation of model risk management governance, expertise in model development, validation and testing for financial services.

The responsibilities will include:

Assist Partners and Managing Directors in model risk management engagements including model risk governance, model development and model validation projects across financial services industry. Particularly in the areas of CCAR, DFAST (stress testing models), Basel, AML and fraud models, and ALLL.

Familiarity with at least one of the following: credit loss forecasting models (NCO, PD, LGD), PPNR, time series, linear regression models and statistical sampling techniques.

Support MRM activities, design model risk management practices, model development and validation methodologies, training and use cases.

Build network across the industry and enable collaboration and reuse of model risk management practices and expertise across the firm’s.

Demonstrates some proven abilities and success with utilizing an analytical mind-set and creative problem-solving abilities when applying regulatory requirements in a business environment and model risk management areas.

Demonstrates proven abilities to manage engagements and train junior associates.

Qualifications

Required skills, experience and qualifications:

Strong analytical and quantitative skills (preferable an advanced post graduate degree in Statistics, Econometrics, Physics or Mathematics, Quantitative Finance or related disciplines)

Big 4 or related consulting experience

Demonstrate understanding and practical experience in the areas of model risk management including model development.

Has strong communication verbal and writing skills.

Practical experience designing and developing analytical models and analyzing large datasets.

A minimum 5 years of experience in model risk management, model validation, model testing.

Hands-on Experience with analytical and modeling tools such as SAS, R, Matlab

Certifications

Associate in Risk Management (ARM) certification highly desired.

Additional Information:

• Travel 80% - 100%

Benefits:

Grant Thornton LLP promotes a nationally recognized culture of health and offers an extensive array of benefits to meet individual lifestyles. For a complete list of benefits please visit www.gt.com.

The people in the independent firms of Grant Thornton International Ltd provide personalized attention and the highest quality service to public and private clients in more than 100 countries. Grant Thornton LLP is the U.S. member firm of Grant Thornton International Ltd, one of the six global audit, tax and advisory organizations. Grant Thornton International Ltd and its member firms are not a worldwide partnership, as each member firm is a separate and distinct legal entity.

Job Location: New York, Chicago, Charlotte (national role with extensive travel)






Requisition ID: 037749

New York City, NY
New York City, New York






It is the policy of the firm to promote equal employment opportunities. All personnel decisions, including, but not limited to, recruiting, hiring, training, promotion, compensation, benefits and termination, are made without regard to race, creed, color, religion, national origin, sex, age, marital status, sexual orientation, gender identity, citizenship status, veteran status, disability, or any other characteristic protected by applicable federal, state, or local law.

 
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