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Senior Manager, Treasury Model Development -JOB ID: 3530408

Location: San Francisco (San Francisco)         posted: 04.13.20


DUTIES: Train newly hired model developers in the team procedures and provide guidance on expectations of downstream users and validation teams. Ensure the development and documentation of Treasury models and calculators are in accordance with the corporation’s model risk management standards across departmental lines. Work with Treasury team and external departments to develop an understanding of the portfolio exposure. Assist in development & implementation of processes that ensure Treasury models and calculators are documented in accordance with and adhere to corporate model risk management standards. Review and ensure compliance with the relevant Risk and Control Self-Assessment. Ensure proper remediation of process improvements, including self-identified, audit, and regulatory matters. Contribute research to complex studies regarding capital, liquidity, investment yields and market risk factors. Communicate and coordinate with regulatory liaison office and banking regulators, as needed. Explore data science techniques that could deliver insight, for BAU purposes. Ensure MRM submissions meet requirements and are delivered in a timely manner, as well as be responsible for the remediation and closure of any model findings. Ensure compliance with all related policies and procedures.


Requirements: PhD degree or foreign equivalent in Statistics, Econometrics, or related field and 1 year of experience in the job offered or related occupation. 


Experience and/or education must include:


1. Analytical skills and working knowledge of coding languages, which can include but are not           limited to Python, SAS, Matlab, STATA, SQL, C/C++, and eViews;

2. Econometric/statistical analytical skills; and

3. Series regression, cross-section regression and panel data regression. 


OTHER: Job Site: San Francisco, CA


Please reference Job ID: 3530408  and send resume via mail to: 9800 Schwab Way, Lone Tree, CO 80124, Attn: E. Wells. EOE.

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