Quantitative Analyst-Model Risk Management Unit
Where
- San Francisco, CA
What you'll be doing
- Responsible for helping model risk management program at the bank: model risk management activities include, but are not limited to, model validation such as assessing the conceptual soundness, evaluating model assumptions and data integrity, testing model numerical, statistical, and/or computational accuracy, performing outcomes analysis, and reviewing model governance and control process. Document and present observations to the MRMU team and to model owners and users, recommend management action plans, and track remediation progress. Monitor model performance reports on an on-going basis to ensure models remain valid. This position reports to one of the model risk managers and involves significant interaction with business and modeling personnel within the various bank business units.
What your background should be
- 2 to 4 years of experience within the financial services industry and/or equivalent academic experience. Proven track record of strong technical model development, model validation, and/or model oversight in one or more of the following areas: credit risk management, market/interest rate risk management, asset & liability management, PD/LGD/EAD estimation, economic capital calculation. Strong project management capabilities. Working knowledge in at least one of the following numerical and statistical tools: SAS, MATLAB, S-Plus, R.
Required Schooling / Training
- Advanced degree in finance, statistics, operational research, mathematics, economics, or other quantitative fields.
Who is the client company
- Concern about banking and financial services.
- If you are interested in this position, send your resume to apply@kochdavis.com
