Risk Methodology Modeler - Vice President

Job description

Job Description: Job Title Risk Methodology Modeler Corporate Title Vice President: Location New York, NY: Overview: The Group Strategic Analytics (GSA) - Risk Methodology Team is responsible for cutting-edge modeling methods and technology that transform the way that we work. We are seeking a Risk Methodology Modeler to support the state-of-the-art model development practices for balance sheet and revenue projections, you will be involved in developing models such as pre-provision net revenue (PPNR) models required for various business functions including stress testing, capital and strategic planning. The Risk Methodology specialist will be responsible for the end-to-end model development process, which includes model methodology design, documentation, the on-going monitoring of the models and various model maintenance activities. Model maintenance covers resolving validation findings, periodic model recalibrations, self and business identified model enhancements, sensitivity and attribution analysis for stress testing cycles. You will actively communicate and engage with the stakeholders at various stages of the model development, implementation and execution process, as Deutsch...