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Sr. Quantitative Finance Manager

Wilmington, Delaware;

Job Description:

Model Risk Management is looking to hire a Model Validation Lead in the Consumer MRM team who will be responsible for leading Consumer Fraud model validations. The incumbent will be a subject matter expert who will lead all aspects of model validations and other MRM reviews for the portfolio. As part of this, the candidate is expected to demonstrate a thorough understanding of the portfolio and underlying model risks, design validation testing plans, supervise model validation projects, review model validation findings and sign-off on the final model validation/review outcomes. The candidate will represent MRM at relevant forums and regulator interactions, will chair Model Control Working Groups, and will work with the FLU to prioritize model validation activities aligned with strategic business priorities and remediation of key model risks. This is a highly visible role that has significant interactions with regulators, corporates audit, FLU and other risk partners. 


Required Education, Skills, and Experience
•    PhD (preferred) or Master’s degree in quantitative fields such as mathematics, statistics, physics, computer science, or equivalent
•    Solid 10+ years of work experience in developing/validating consumer credit, fraud, and AI/ML models 
•    Advanced programming skills in Python/SAS/R with 5+ years of experience
•    Solid understanding of consumer products and portfolios
•    Strong communication skills (both written and verbal) and experience interacting with external regulators; strong technical writing skills
•    Strong leadership skills, experience with managing teams and leading projects; track record of strong employee engagement
•    Critical thinking skills to independently and proactively identify/resolve issues 
 

Job Band:

H3

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Model Risk Management is looking to hire a Model Validation Lead in the Consumer MRM team who will be responsible for leading Consumer Fraud model validations. The incumbent will be a subject matter expert who will lead all aspects of model validations and other MRM reviews for the portfolio. As part of this, the candidate is expected to demonstrate a thorough understanding of the portfolio and underlying model risks, design validation testing plans, supervise model validation projects, review model validation findings and sign-off on the final model validation/review outcomes. The candidate will represent MRM at relevant forums and regulator interactions, will chair Model Control Working Groups, and will work with the FLU to prioritize model validation activities aligned with strategic business priorities and remediation of key model risks. This is a highly visible role that has significant interactions with regulators, corporates audit, FLU and other risk partners. 


Required Education, Skills, and Experience
•    PhD (preferred) or Master’s degree in quantitative fields such as mathematics, statistics, physics, computer science, or equivalent
•    Solid 10+ years of work experience in developing/validating consumer credit, fraud, and AI/ML models 
•    Advanced programming skills in Python/SAS/R with 5+ years of experience
•    Solid understanding of consumer products and portfolios
•    Strong communication skills (both written and verbal) and experience interacting with external regulators; strong technical writing skills
•    Strong leadership skills, experience with managing teams and leading projects; track record of strong employee engagement
•    Critical thinking skills to independently and proactively identify/resolve issues 
 

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21078154

Band: H3

Manages People: Yes

Travel: Yes, 10% of the time

Manager:

Talent Acquisition Contact:

Taylor Pitre

Referral Bonus:

0