Quantitative Risk Analyst, Model Risk Management, Assistant Vice President
Tasks
- Assess model changes and run targeted validation
- Benchmark model performance
- Conduct independent model validation
- Evaluate remediation submissions
- Identify and report model risks
- Monitor models ongoing
- Perform annual model reviews
- Test model assumptions and parameters
- Validate model methodology
Perks/Benefits
- 401k match
- Dental insurance
- Employee assistance program
- Flexible work/life support
- Health insurance
- Life insurance
- Paid time off
- Paid volunteer days
- Vision insurance
Skills/Tech-stack
Economic theory | Empirical finance | Factor models | MATLAB | Machine Learning | Model Risk Management | Model Validation | Model risk | Project Management | Python | R | Risk Management | SQL | Statistical Analysis | Stress Testing
Education
Roles
Regions
Countries
States
Cities
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