Treasury/ALM Modeling & Validation Manager (Lynchburg) - Boutique Investment Bank (Lynchburg, VA) in Lynchburg, Virginia For Sale

Perform independent validations of medium and high risk models in the areas of Treasury, Liquidity, Asset Liability Management and Capital Markets; Provide effective challenge in accordance with OCC xxxx-12 model risk management guidance and internal model policies. Previous experience at a large retail bank or financial institution preferred. MBA, Master of Science in Finance, CFA designation preferred.3 year of experience with QRM Balance Sheet Management or other interest rate risk modeling experience. Demonstrate influence at both technical and non-technical audiences. Analyze model business uses their context. The individual will contribute to validation projects, including model testing, replication, configuration and data reviews, assessment of conceptual soundness, and benchmarking against alternative modeling approaches. They will recommend appropriate stress testing, sensitivity analysis and model performance monitoring metrics and prepare robust written documentation of validation results. Present and socialize validation findings and model limitations to senior management, and translate identified model risks into business implications and propose mitigation strategies to senior management.
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