Job Summary
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 manages 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, evaluates methodologies and assumptions, and documents 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 quality.Ensures staff are trained on relevant models, methodologies, and best practices to strengthen technical capabilities.Evaluates staff performance, provides constructive feedback, and assists in setting professional development goals and objectives.Delivers periodic feedback and completes formal performance evaluations in a timely manner.Serves as Career Advisor and mentor to designated staff, supporting career growth, professional development, and engagement within the practice.Qualifications, Knowledge, Skills, and Abilities
Education
Bachelor's degree, required.Master's degree and PhD, with a focus in Finance, Financial Engineering, Actuarial Science, Risk Management, Mathematics, Computer Science, Statistics, Economics, preferred.Experience
Fifteen (15) or more years of experience within financial institutions, finance regulators, independent advisory firms, banks, or other financial services firms, required.Experience with managing a team of model developers or validators, required; Head of model development department or model validation department, preferred.Experience 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., required.A combination of industry experience with hands‑on knowledge of different vendor models and advisory experience with a proven track record of practice development, required.Expertise in understanding the model risk management regulatory landscape, such as SR 11‑7, required.License / Certifications : CFA, FRM, QRM, ASA or other valuation industry credentials, preferred.Software
Proficient in the use of Microsoft Office Suite, specifically Excel, PowerPoint, and Word, required.Prior experience with Capital IQ or Bloomberg, required.Prior experience with programming languages such as Macro / VBA, R, Python, SAS, SQL, and other industry software, required.Other Knowledge, Skills, & Abilities
Superior verbal and written communication skills.Superior analytical and research skills.Solid organizational skills, especially the ability to meet project deadlines with a focus on details.Ability to successfully multi‑task while working independently or within a group environment.Ability to work in a deadline‑driven environment and handle multiple projects simultaneously.Ability to effectively manage a team of valuation professionals and delegate work assignments as needed.Capacity to build and maintain strong relationships with internal and client personnel.Ability to encourage a team environment on engagements and contribute to the professional development of assigned personnel.Executive presence and ability to act as primary contact on assigned engagements.Ability to successfully interact with professionals at all levels.Ability for intermittent travel within the US and internationally.Individual 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
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