Job Summary :
The Director, Valuation & Capital Markets Analytics (VCMA) – Quantitative Financial Advisory Solutions (QFAS), is responsible for leading and delivering complex Model Risk Management (MRM) engagements across the full project lifecycle—from proposal development through execution and completion. This role will oversee the management of MRM assignments, guide and develop team members, and ensure the highest quality of client service. In addition, the Director will contribute to business development initiatives, strengthen client relationships, and support appraisal and review activities that enhance the growth of the practice.
Job Duties :
- Executes the office’s business development plan in collaboration with the MRM team, building and maintaining relationships with key executives and stakeholders to support growth across business lines and industries
- Leads and manage MRM services across a wide range of model families, including :
- Credit Risk Models : CECL, Basel, CCAR, loss forecasting, and stress testing
- Market & Balance Sheet Models : Valuation models and Asset Liability Management (ALM) models
- Compliance & Monitoring Models : BSA / AML compliance and fraud detection
- Oversees engagements from initiation to completion, including project setup, administrative coordination, team management, client communications, and presentations
- Critically reviews model functionality, evaluating methodologies and assumptions, and documenting conclusions
- Ensures quality controls, regulatory expectations, and BDO risk management procedures are consistently adhered to in all client deliverables
- Actively participates in internal and external client meetings, contributing to project execution, knowledge sharing, and relationship building
- Other duties as required
Supervisory Responsibilities :
Supervises the day-to-day workload of VCMA – QFAS staff on assigned engagements, reviewing work products for accuracy, completeness, and qualityEnsures staff are trained on relevant models, methodologies, and best practices to strengthen technical capabilitiesEvaluates staff performance, provide constructive feedback, and assist in setting professional development goals and objectivesDelivers periodic feedback and complete formal performance evaluations in a timely mannerServes as Career Advisor and mentor to designated staff, supporting career growth, professional development, and engagement within the practiceQualifications, Knowledge, Skills, and Abilities :
Education :
Bachelor’s degree, requiredMaster’s degree and PhD, with a focus in Finance, Financial Engineering, Actuarial Science, Risk Management, Mathematics, Computer Science, Statistics, Economics, preferredExperience :
Fifteen (15) or more years of experience within financial institution, finance regulators, independent advisory firms, banks, or other financial services firm, requiredExperience with managing a team of model developers or validators, required; Head of model development department or model validation department, preferredExperience in developing, validating or auditing a variety of models including but not limited to valuation models, CCAR / CCEL / BASEL loss forecasting, stress testing and other credit risk models, BSA / AML compliance models, Fraud, Asset Liability Management (ALM) models, etc., requiredA combination of industry experience with hands on knowledge of different vendor models and advisory experience with proven track record of practice development, requiredExpertise in understanding the model risk management regulatory landscape, such as SR 11-7, requiredLicense / Certifications :
CFA, FRM, QRM, ASA or other valuation industry credentials, preferredSoftware :
Proficient in the use of Microsoft Office Suite, specifically Excel, PowerPoint, and Word, requiredPrior experience with Capital IQ or Bloomberg, requiredPrior experience with programming languages such Macro / VBA, R, Python, SAS, SQL, and other industry software, requiredOther Knowledge, Skills, & Abilities :
Superior verbal and written communication skillsSuperior analytical and research skillsSolid organizational skills, especially the ability to meet project deadlines with a focus on detailsAbility to successfully multi-task while working independently or within a group environmentAbility to work in a deadline-driven environment and handle multiple projects simultaneouslyAbility to effectively manage a team of valuation professionals and delegate work assignments as neededCapacity to build and maintain strong relationships with internal and client personnelAbility to encourage team environment on engagements and contribute to the professional development of assigned personnelExecutive presence and ability to act as primary contact on assigned engagementsAbility to successfully interact with professionals at all levelsAbility for intermittent travel within the US and internationallyIndividual salaries that are offered to a candidate are determined after consideration of numerous factors including but not limited to the candidate’s qualifications, experience, skills, and geography.
National Range : $260,000 - $300,000
Maryland Range : $260,000 - $300,000
NYC / Long Island / Westchester Range : $260,000 - $300,000