Job Summary
The Director is responsible for overseeing the complete lifecycle of front office pricing, valuation, and risk models used within Commercial Sales & Trading desks. This role establishes the primary authority on model design and ensures adherence to both internal governance standards and regulatory compliance.
Responsibilities
- Create and manage the full range of front office pricing and risk models.
- Ensure models meet compliance standards with regulatory bodies and internal governance.
- Act as the lead authority for model design and implementation.
- Collaborate and communicate effectively with regulators, auditors, and various cross-functional teams.
Qualifications
- A minimum of 10 years of experience in front office quantitative modeling or within capital markets.
- Advanced expertise in pricing and risk management.
- Demonstrated strong communication skills.
- Proven ability to engage with various stakeholders including regulatory and audit bodies.
Citizens provides equal employment opportunities to all employees and applicants for employment and prohibits discrimination and harassment of any type without regard to race, color, religion, age, sex, national origin, disability status, genetics, protected veteran status, sexual orientation, gender identity or expression, or any other characteristic protected by federal, state or local laws.
