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Director, Model Validation

Company: Madison-Davis, LLC
Location: White Plains
Posted on: January 24, 2023

Job Description:

Office Status: Hybrid
Responsibilities:


  • People manager who will supervise junior team members in conducting end-to-end validations and reviews of derivative pricing, market risk. liquidity risk and xVA/CCR models
  • Applies robust model validation methodology to assess the conceptual soundness of model theory, quality of model implementation, and model ongoing monitoring
  • Develop and maintain documentation, work papers and professional reports of validation results
  • Communicates findings from validation work to management and stakeholders, including recommendations as appropriate
  • Apply mathematical, statistical, and qualitative knowledge and skills to perform model validation
  • Document model validation procedures and findings, coordinate with stakeholders to resolve issues
  • Summarize and present model validation results and findings to management committee
  • Communicate technical concepts to non-technical audience

Keywords: Madison-Davis, LLC, White Plains , Director, Model Validation, Executive , White Plains, New York

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