Quantitative Analyst - Risk Assessment Department - Firstbank Pr

Tasks

• Assess model design and assumptions
• Assess model performance accuracy consistency sensitivity
• Collaborate with model developers and stakeholders
• Evaluate data quality and suitability
• Improve processes and workflows
• Monitor model performance over time
• Perform reperformance analysis with challenger models
• Prepare reports and communicate findings
• Review model documentation
• Support audits and regulatory requests
• Support model governance and validation
• Validate modeling methodologies

Perks/Benefits

• N/A

Skills/Tech-stack

Challenger Model | Data Analysis | Data Quality | Data quality assessment | Microsoft Excel | Model Governance | Model Performance Evaluation | Model Validation | Model performance | Performance Evaluation | Python | Quality Assessment | R | Reperformance Analysis | Risk Management | SQL | Statistical Analysis