Financial Modeling Consultant

Location: Washington, District Of Columbia US

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Requisition Number: 1620

Position Title:

External Description:

OVERVIEW:

We have an immediate opportunity for a highly quantitative Model Validation Consultants to support our client GSE mortgage industry client.

 

RESPONSIBILITIES:

  • On the model validation team, assist as an individual contributor with the hands-on model validation work required to support the bank’s CCAR responses.
  • Understand how PPNR and/or credit loss models used for CCAR or DFAST stress testing purposes are researched and developed, and apply that knowledge to the validation process.
  • Tranche and back test the credit models, testing for quality, accuracy, compliance.

 

QUALIFICATIONS:

  • Quantitative degree (higher degrees preferred).
  • 6-10+ years validating or working with credit risk models (PPNR, PD, LGD, RWAs)
  • Market risk experience would be a plus.
  • Prior experience supporting a GSE (Fannie Mae or Freddie Mac)
  • Strong R, SAS or Matlab.
  • Experience as an effective fact-based challenger
  • Excellent communications skills, both written and oral; experience writing and delivering clear, concise reports.
  • Good organizational skills.  

City: Washington

State: District Of Columbia

Community / Marketing Title: Financial Modeling Consultant

Company Profile:

The Oakleaf Group is a premier advisory firm with expertise in risk management and financial modeling for the mortgage and banking industries. We serve publicly traded and privately held banks and non-bank mortgage firms, government agencies, law firms, insurance companies, institutional asset managers and hedge funds. Founded in 2007, our firm’s over 100 professionals are located in the Washington, DC and New York City metro areas, serving clients across North America and Europe. 

We differentiate ourselves through our approach to client relationships. We begin with the belief that each client relationship will be permanent and ongoing, spanning across engagements. We invest in communication and research to ensure that we fully understand the drivers of every client’s short and long term success. We align our goals to those of our clients, and we continuously monitor and adjust to ensure that the relationship stays strong. 

It’s on the foundation of strong client relationships and aligned objectives that we provide expertise-infused advisory services and technology-aware implementation assistance that drive client success.

Location_formattedLocationLong: Washington, District Of Columbia US

CountryEEOText_Description: As a condition of employment with The Oakleaf Group, any successful job applicant will be required to successfully complete a background investigation, which may also include a pre-employment drug screen and/or a credit check for positions in some areas of our business. The Oakleaf Group is an equal opportunity employer. Applicants are considered for positions without regard to race, religion, gender, native origin, age, disability, or any other category protected by applicable federal, state, or local laws.

7315 Wisconsin Avenue, East Tower 10th Floor
Bethesda, MD 20814
P. (202) 684-2800 • F. (202) 684-2803

© 2018 The Oakleaf Group, All Rights Reserved.