Quantitative Model Risk Associate
Hicksville/102 Duffy Avenue/3797, United States
USD 44K-82K Mid-level Full Time
Tasks
- Analyze model performance and outcomes
- Ensure compliance with regulatory requirements
- Maintain reporting on model deficiencies and remediation status
- Perform independent model validation
- Prepare model validation reports
- Recommend back testing and implementation changes
- Recommend model design and development improvements
- Replicate model code
- Review model documentation
- Review model inputs and outputs
- Track remediation progress
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | Excel | Financial risk | Financial risk modeling | MATLAB | Mathematics | R | Risk Management | Risk Modeling | SAS | Statistics | VBA
Education
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