Madison-Davis, LLC
AVP / VP, Model Governance (Market Risk)
Madison-Davis, LLC - New York
Work at Madison-Davis, LLC
Overview
- View job
Overview
AVP / VP, Model Governance (Market Risk)
2 days ago Be among the first 25 applicants Model Risk Oversight:
Ensure compliance with model risk management policies, procedures, and regulatory requirements (e.g., SR 11-7, Basel regulations). Validation & Monitoring:
Conduct independent validation of market risk models, including Value-at-Risk (VaR), stress testing, and sensitivity analysis. Governance & Documentation:
Maintain robust governance frameworks, ensuring appropriate model documentation, development standards, and audit readiness. Stakeholder Collaboration:
Work closely with Market Risk, Quantitative Analytics, Model Development, Audit, and Regulatory teams to ensure effective model risk governance. Regulatory Compliance:
Support regulatory exams and internal audits by providing documentation and insights into model governance practices. Data Integrity & Risk Assessment:
Assess model inputs, assumptions, and limitations, ensuring data integrity and identifying potential risks. Reporting & Insights:
Develop reports and presentations on model performance, risk exposures, and validation outcomes for senior management and governance committees. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Industries
Financial Services, Investment Management, and Banking
#J-18808-Ljbffr
2 days ago Be among the first 25 applicants Model Risk Oversight:
Ensure compliance with model risk management policies, procedures, and regulatory requirements (e.g., SR 11-7, Basel regulations). Validation & Monitoring:
Conduct independent validation of market risk models, including Value-at-Risk (VaR), stress testing, and sensitivity analysis. Governance & Documentation:
Maintain robust governance frameworks, ensuring appropriate model documentation, development standards, and audit readiness. Stakeholder Collaboration:
Work closely with Market Risk, Quantitative Analytics, Model Development, Audit, and Regulatory teams to ensure effective model risk governance. Regulatory Compliance:
Support regulatory exams and internal audits by providing documentation and insights into model governance practices. Data Integrity & Risk Assessment:
Assess model inputs, assumptions, and limitations, ensuring data integrity and identifying potential risks. Reporting & Insights:
Develop reports and presentations on model performance, risk exposures, and validation outcomes for senior management and governance committees. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Industries
Financial Services, Investment Management, and Banking
#J-18808-Ljbffr