Director of Quantitative Risk & Model Validation — Hybrid

Scovai; Chicago (IL); Híbrido; USD 180.000 - 280.000; Jornada completa

Descripción de la vacante

Scovai in Chicago is seeking a Quantitative Risk Director to lead model risk and quantitative risk management in a hybrid work environment. The role focuses on model validation, VaR/ES, CCAR/DFAST, and Basel SR 11-7 governance, directing regulators and internal audit where needed.

You will build and lead a team of quantitative analysts and partner with risk technology and front-office quants, presenting methodology and results to senior management and risk committees.

Formación

• Lead model risk governance and validation across risk classes.
• Own VaR and expected shortfall methodology and regulatory stress testing.
• Build and lead a team of quantitative analysts; interact with board committees.

Responsabilidades

• Oversee CCAR/DFAST submissions and internal stress-testing cycles.
• Present risk methodology and results to senior management and boards.
• Roadmap risk analytics infrastructure and ML integration where applicable.

Conocimientos

Model risk management

Quantitative analysis

Leadership

Regulatory reporting

Stakeholder communication

Educación

Advanced degree in Financial Engineering/Statistics/Mathematics/Physics

Herramientas

CCAR/DFAST

SR 11-7/Basel

Descripción del empleo

Scovai in Chicago is seeking a Quantitative Risk Director to lead model risk and quantitative risk management in a hybrid work environment. The role focuses on model validation, VaR/ES, CCAR/DFAST, and Basel SR 11-7 governance, directing regulators and internal audit where needed.

You will build and lead a team of quantitative analysts and partner with risk technology and front-office quants, presenting methodology and results to senior management and risk committees.