Manager, Model Governance I

5 - 7 years experience  •  Manufacturing / Diversified

Salary depends on experience
Posted on 10/02/17
Irvine, CA
5 - 7 years experience
Manufacturing / Diversified
Salary depends on experience
Posted on 10/02/17


General Summary:

The Manager, Model Governance I will be a key team member responsible for the development of the model governance framework within HCA, including the development of a model governance policy, validation procedures, documentation template and the model inventory. This individual will maintain the model inventory and schedule and perform validations within the Risk Department.

Duties and Responsibilities:

1. Model Validation
• Perform periodic validations of loss forecasting and loan loss reserves models, credit risk scorecards and risk appetite (VaR, RAROC) models
• Write validation reports
• Prepare and deliver effective presentations summarizing results of latest validations to senior management
• Participate as a stakeholder in the model development process for new models

2. Model Governance
• Prepare effective presentations to senior management on the status of model risk management and other complex topics
• Develop and maintain model inventory, including managing the periodic attestation process

3. Model Monitoring
• Advise model developers on model monitoring standards

4. Perform all other duties as assigned.

Knowledge and Skills:

• Strong analytics background (linear and logistic regression techniques, time-series modeling, matrix algebra, stochastic calculus).
• Ability to work on multiple projects and attention to details and timeline.
• Demostrate strong presentation skills and ability to explain complex data analysis.
• Process of understanding problems and recognizing connections to prioritize and develop solutions that align with organization goals.

Education and Experience:

• Master’s degree in Financial Engineering, Economics, Statistics, or related quantitative background required.
• 6+ years of relevant experience in Risk Management area within Consumer Financial Services, with one or more years of experience in Model Governance; Automotive Finance industry background preferred.
• Strong PC skills; SAS, SQL, Microsoft Access, Excel, Word, PowerPoint, and Relational Database concept.

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