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Model Risk Manager Vp Resume Example

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Jessica
Claire
resumesample@example.com
(555) 432-1000,
Montgomery Street, San Francisco, CA 94105
:
Professional Summary
  • 7 years risk management experience in the financial services industry with a focus on credit risk under the Basel and CCAR/DFAST Stress Testing frameworks.
  • Strong quantitative modeling experience in the wholesale and retail credit risk spheres, including PD, LGD, and EAD models; fair lending assessments for mortgage and retail loan portfolios; and FRB/BHC-scenario stress testing.
  • Involvement across a variety of roles from model development to model validation to audit.
Skills
  • Solid background in implementing and validating credit risk models
  • Excellent written and verbal communication
  • Analytical and detail-oriented


  • Statistical analysis: Regression, time series, decision tree analysis, random forests
  • Programming: Proficient in SAS, some SQL and R experience
  • Applications: Excel, Powerpoint
Education
Cornell University Ithaca, New York Expected in 2006 Ph.D. : Physics - GPA :
Cornell University Ithaca, New York Expected in 2004 Master of Science : Physics - GPA :
Harvard University Cambridge, Massachusetts Expected in 1997 Bachelor of Science : Physics - GPA :
Work History
Metlife, Inc. - Model Risk Manager, VP
Wilmington, DE, 10/2013 - Current
  • Validated various bank models, e.g., PD, LGD, and EAD wholesale stress testing models, PPNR models, Retail Loss Lending Forecast models, wholesale PD and LGD scorecard models. Validations include testing in the areas of data, conceptual soundness, outcomes analysis, process accuracy, and governance.
  • Managed one direct report and various teams of consultants in order to complete validations for a suite of CCAR models with tight timelines. Communicated validation findings via validation reports, observation logs, regular meetings, and remediation tracking.
  • Helped maintain model inventory and model risk management framework, including model governance, policy, and procedures. Worked closely with model developers, regulators, and other business stakeholders.
Louisiana State University Healthcare Network: New Orleans - Senior Associate
Baton Rouge, LA, 02/2010 - 10/2013

Worked as a consultant serving a variety of consumer banking clients in the fair lending area and capital market clients in the area of credit risk management. Relevant experiences include:

  • Building PD scorecards for commercial automobile loan portfolios from small, commercial datasets, utilizing a combination of judgment-based and statistical techniques.
  • Validating wholesale PD and LGD models for a global financial services firm from conceptual/mathematical soundness and Basel compliance points of view.
  • Helping financial institutions with fair lending self-assessments by modeling pricing and underwriting policies.
Pei Media - Postdoctoral Researcher
New York City, NY, 10/2006 - 2008
Simulated conductance in molecular quantum dots via density functional calculations and models of nanoscale electron transport.
Cornell University - Graduate Research Associate
City, STATE, 08/2001 - 09/2006
Modeled phonon-assisted tunneling and its effect on conductance in nanoscale solid state devices/transistors and other novel molecules. Collaborated closely with experimentalists to establish real-world link with theory. Advisor: James P. Sethna, Faculty in Cornell Department of Physics.

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Resume Overview

School Attended
  • Cornell University
  • Cornell University
  • Harvard University
Job Titles Held:
  • Model Risk Manager, VP
  • Senior Associate
  • Postdoctoral Researcher
  • Graduate Research Associate
Degrees
  • Ph.D.
  • Master of Science
  • Bachelor of Science