Fashion model Jobs in Raleigh, NC

Overview

This is a remote role that may be hired in several markets across the United States.

First Citizens Bank is expanding and strengthening its Model Risk Management function. In doing so we are seeking highly skilled quants to drive high-quality model risk management activities.

The Validation Manager is a leadership role within the Model Risk Management team, and reports to the Senior Director for Treasury, Financial, Balance Sheet and PPNR Model Risk. A Validation Manger will lead a team of model risk management quants who execute bank-wide model risk management activities. This is a key role that includes managing a broad portfolio of line of business models, overseeing model validation schedules, plans, meeting activities, and taking responsibility for the quality of Model Risk Management activities, including the quality of meetings, reports, and model owner interactions. The model validation manager is responsible for providing guidance and intellectual leadership for the quants that report to the manager.

The Model Risk Management Manager has responsibility for the oversight of the following activities :

• Validation schedule for a wide range of line-of-business models,
• Validation plans for a wide range of line-of-business models,
• Mathematical and statistical code development,
• Database code development,
• Model owner and developer meeting organization and execution,
• Validation report quality,
• Validation findings and closure management, and
• Model inventory management.

The Model Validation Manager will oversee model risks and limitations, makes recommendations to model owners, and track the remediation of ongoing model risk issues. The Model Validation Manager will provide guidance and mentorship to their team, which includes quants that range from PhDs to MA / MS.

The First Citizens Model Risk Management team is expanding and there are multiple newly created positions. This position is specifically for the Line of Business Model Risk Management team, which covers the following modeling efforts :

Responsibilities

The responsibilities of this role are as follows :

Oversee a team of 4 to 6 quants,

Oversight and guidance of statistical and mathematical code, most often Python, but sometimes R and SAS,

Review, edit, and provide quality control of validation reports,

The following characteristics are critical to being successful in the role :

Intellectual control over responsibilities means that you understand and are able to articulate our responsibilities and the outcomes of those responsibilities - both, governance processes and validation activities and validation outcomes.

Being pro-active is to anticipate what comes next or what is needed next, and act on it before you are required to do so.

You should have command over :

the meeting objectives,

Keeping your responsibilities in front of you means not letting responsibilities slide and get behind :

This requires being forward-looking.

Understand that it is not the job of the audience to try to figure out what you are attempting to communicate.

Our responsibility is to be constructive and helpful.

Qualifications

Bachelor's Degree and 6 years of experience in Quantitative analysis in a financial institution and regression methodologies, loss forecasting or regulatory capital estimation OR High School Diploma or GED and 10 years of experience in Quantitative analysis in a financial institution and regression methodologies, loss forecasting or regulatory capital estimation

Preferred Education : Advanced DegreePreferred Area of Study : Economics, Quantitative Finance, Statistics, or related quantitative disciplineLicense or Certification Type : null nullSkill(s) : Knowledge of regression methodologies, loss forecasting, or regulatory capital estimation, Familiarity with relational databases and SQL, Knowledge of SAS, R, or other programming language

Preferred Skills & Experience :

Recent experience with hands-on econometric and data coding exercise.

Hands-on proficiency with Python, R, and SQL.

Experience in first line and second line model development and validation activities.

Master's (MS / MSc) or Doctoral (PhD) Degree with a quantitative focus - such as mathematics, physics, statistics, engineering, or operations research.

Strong quantitative skills specific to econometric modeling - such as time series analysis, panel regression, piece-wise linear regression, multinomial logistical regression, numerical analysis, and optimization theory.

Strong coding skills and the ability to independently construct a broad range of model and data exercises.

Strong writing skills and the ability to independently communicate technical and model risk management themes to a wide variety of stakeholders.

Strong meeting management skills - such as the ability to construct a meeting agenda, prepare meeting artifacts such as organizing slides, and the ability to effectively lead a meeting with senior line of business stakeholders, with an emphasis on clear communication, strong presence, and intellectual command over the meeting's objectives, order, and desired outcomes.

This job posting is expected to remain active for 45 days from the initial posting date listed above. If it is necessary to extend this deadline, the posting will remain active as appropriate. Job postings may come down early due to business need or a high volume of applicants.

The base pay for this position is generally between $130,000.00 and $180,000.00. Actual starting base pay will be determined based on skills, experience, location, and other non-discriminatory factors permitted by law. For some roles, total compensation may also include variable incentives, bonuses, benefits, and / or other awards as outlined in the offer of employment.

Benefits are an integral part of total rewards and First Citizens Bank is committed to providing a competitive, thoughtfully designed and quality benefits program to meet the needs of our associates. More information can be found at https : / / jobs.firstcitizens.com / benefits.