FS Regulatory (Model Risk Management)

Entry-level positions are available for advanced degreed professionals in our McLean, VA based Financial Services Regulatory practice. We are seeking highly-skilled and motivated professionals who can effectively assess the strengths and weaknesses of complex, statistically-based models used by our top-tier financial services clients for credit risk management, market risk management, asset valuations, and the generation of key financial estimates used to support financial reporting.

In addition, candidates will be responsible for evaluating the effectiveness of clients’ overall model risk management programs — including the effectiveness of internal controls to mitigate key model risks — and offering high-value advice for improvement.

Ideal candidates should have the following qualifications:

• Advanced degree in Economics (Masters acceptable but Ph.D. preferred) or a combination of an advanced Statistics degree with an undergraduate or graduate degree in Finance / Economics
• Strong financial / econometric modeling focus
• Knowledge of / Proficiency with credit risk models
• mortgage prepayment models and/or complex discounted cash flow models
• Demonstrated proficiency with advanced statistical/econometric modeling techniques and complex Excel-based spreadsheet models
• Strong SAS programming skills

• Additional experience with Visual Basic, SQL, or C++ is a plus
• Sincere long-term interest in pursuing a private-sector consultancy career
• Strong verbal and written communication skills, and ability to interface effectively with modelers as well as all levels of client management
• and Willingness to travel up to 30%.

Kelly