Quantitative Risk Analyst, Model Risk Management, Assistant Vice President
Tasks
- Assess data input integrity
- Assess model theory assumptions and methods
- Conduct targeted validation for model changes
- Perform backtesting sensitivity testing and stress testing
- Present validation results to senior management
- Recommend model improvements
- Review code documentation for implementation
- Run models using documented procedures
- Test model results and computational accuracy
- Validate models for risk management
Perks/Benefits
- Dental insurance
- Employee assistance program
- Employee networks
- Flexible work/life support
- Life insurance
- Long-term disability
- Medical insurance
- Paid time off
- Paid volunteer days
- Retirement plan 401k match
- Vision insurance
Skills/Tech-stack
Backtesting | Data Analysis | Model Validation | Project Management | Python | Quantitative modeling | R | SAS | SQL | Sensitivity testing | Stata | Stress Testing
Education
Regions
Countries
States
Cities
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