Position: Model Analyst
This position has full participants or has passed application deadline.
Location: Tampa, FL
Company: A famous bank
Listed by QiShiCPC
Job description: There is a significant increase in the scope and depth of model validation activities across the firm to meet commitments made to the regulators to meet new model policy standards for the firm. We are looking for a model risk manager and validator for validating Risk models, which includes Credit Risk, Liquidity Risk, Structured Risk, Operational Risk, Insurance, Pension models, etc. for assessing the adequacy of risk capital and estimated losses for regulatory or business requirements. Our rigorous validations include the technical assessment of the adequacy of the modeling data and assumptions, conceptual soundness and mathematical formulation, and model performance, as well as the assessment of using the model for regulatory and business applications. Responsibilities of this position include performing validation tests, discussing findings with internal and external stakeholders, writing validation reports, and managing model risk.
Requirement: 1. Minimum of Master’s degree in a quantitative field (mathematics, statistics, economics, finance, physics, computer science, etc.); 2. Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra; 3. Strong communication skills both verbal and written; 4. Knowledge of financial products, pricing methodologies, risk management, Basel/CCAR regulatory requirements; 5. Ability to work independently as well as collaborate with colleagues; 6. Solid writing skills. Publications in peer-reviewed journals are considered as good evidence; 7. Programming skills: SAS, Python, R, SQL, Matlab, C/C++, Java, or Oracle; 8. Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable; 9. Teamwork and commitment a must.
Announce date: May 19, 2021
Application deadline: June 19, 2021
Expire date: July 19, 2021
Premium or wild Card Members only
This position is free to apply
Maximum applicants: 100
0 people already applied
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