BNY in New York City seeks an SVP - Model Risk Management to lead the independent validation of treasury risk models and related quantitative risk assessments. You will guide analysts, challenge model assumptions, and report findings to senior management to ensure risks are understood and mitigated.
The ideal candidate has 5–10 years in model risk management or related fields, with an advanced degree in a quantitative discipline. Master’s is required; PhD preferred.
#J-18808-LjbffrSVP, Model Risk & Treasury Validation in new york at Unknown Company
This position is listed as full time and onsite.