Quantitative Model Validation Analyst

Job Summary

A company is looking for a Quantitative Model Validation Analyst.

Key Responsibilities:

• Validate, test, and document complex statistical Treasury Risk models
• Review model monitoring reports
• Create model validation documentation and communicate models to stakeholders

Required Qualifications:

• Bachelor's degree in a quantitative field and 5+ years of relevant experience, or MA/MS in a quantitative field and 3+ years of related experience, or PhD in a quantitative field and less than 2 years of related experience
• Strong statistical modeling or model validation background
• Knowledge of regression techniques, time series techniques, and other statistical models using R, SAS, Python, or similar statistical package
• Data compilation, coding skills, qualitative analysis skills, and knowledge of SQL
• Advanced knowledge of risk factors, industry risks, competition risks, and risk management approaches