Lead Model Validation AVP: Stress Testing

A global financial institution in New York is seeking a Model Validation AVP for Stress Testing to validate and approve internal risk models. You will focus on stress testing, liquidity, and credit risk models, ensuring they meet regulatory expectations. Ideal candidates have experience in model validation, strong quantitative skills, and proficiency in programming languages like C++. This role emphasizes collaboration across Risk, Treasury, and Finance while delivering high-quality validation work under tight deadlines. #J-18808-Ljbffr