Model Risk Management Consultant

Pelham Berkeley Search is a premiere provider of corporate recruiting that has been helping talented IT & Finance professionals to further their careers since 1995. We are hiring for a long term

• Perform model risk management review and update model risk management policy and procedures.
• Conduct NII back tests and provide advice on NII forecast.
• Advise on model monitoring and help resolve issues identified in the monitoring.
• Perform CECL model ongoing monitoring, validation, update and reserve review.
• Consult on Treasury Back Office investigations.
• Consult on quarterly risk reporting and presentation.
• Perform annual liquidity stress test and quarterly liquidity stress tests
• Perform in advisory capacity for annual loan portfolio stress test.

• Strong knowledge of model risk management
• 5+ years of experience in risk management in banking or business
• Related knowledge of banking risk management, financial products, regulation and ALM
• Proven track record defining problems, collecting data, and providing valid conclusions
• Ability to effectively present information to Senior Management and regulatory agencies.
• Experience with Microsoft Excel, Access, and VBA.
• M.S. or PhD in Finance, Risk Management, Financial Engineering, or Econometrics.
• Professional Certification: FRM (Financial Risk Manager) and/or CFA (Chartered Financial Analyst) preferred
• System Security preferred but not required.