Dixon Hughes Goodman
Responsibilities
Manage large scale advisory engagements and provide clients with support in model development and model validation across domains including Pre-provision net revenue (PPNR), risk modeling, AI / ML, Liquidity, and others.
Exhibit a working knowledge of financial services businesses including capital markets, retail banking, com mercial banking, and transaction banking.
Compose comprehensive model documentation supporting the development process and key decisions made.
Stay abreast of industry practices, assess impact of news events on company risk management practices, and contribute to developing new solutions within the Enterprise Risk & Quantitative Advisory service line.
Identify and foster long-term relationships with new and existing target clients.
Help recruit, lead, and retain top talent within the advisory industry.
Develop lasting relationships with senior executives of leading organizations.
Perform other duties as assigned by the firms leadership.
Qualifications
BA or BS in statistics, mathematics, computer science, economics, engineering, or related field required.
12+ years of experience within financial services focusing on model development and/or model validation.
Strong written communications skills exhibited in a professional setting.
Ability to travel 40%-50%
Advanced in MS Office: Word, Excel, Power Point, and Outlook
Experience documenting models and/or writing model validation reports.
Experience with programming (e.g., R, Python, SAS, C#).
Preferred Qualifications:
Masters Degree or PhD in statistics, mathematics, computer science, economics, engineering, or related field.
Additional credential related to a quantitative field.