Credit Model Validation Senior Vice President

This role sits in the credit derivatives and structured products market valuation model validation team in Model Risk Management (MRM). The position requires an experienced candidate with strong technical, leadership, and organizational skills. The candidate should be fluent in derivative pricing for credit derivatives and structured products and modelling approaches, and should have experience developing models either in a Front Office or Model Validation role. Knowledge and understanding of Rates and XVA would be valuable. Experience with term structure model is preferred. A firm understanding of model risk management regulatory guidance SR 11-7 as it relates to effective model validation practices is expected. The ability to work well with senior stakeholders within the firm and with our regulatory colleagues is essential. This role has high visibility and growth potential--clear communication and subject matter expertise are critical.