Quant Mannequin Threat Analyst

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DUTIES AND RESPONSIBILITIES * Lead the Firm’s unbiased mannequin evaluation processes of quantitative and qualitative fashions * Develop rolling validation and periodic schedules to make sure fashions are validated and reviewed at required intervals and when materials modifications are made to the fashions * Facilitate all facets of inner and exterior mannequin validations, together with planning the validation scope and requests for info, scheduling conferences, growing and coordinating electronic mail communications, and producing reporting for stakeholders * Carry out unbiased, inner mannequin validations of quantitative fashions. Inner validations require the Affiliate to: o Overview the appropriateness and conceptual soundness of every mannequin individually and in combination o Successfully problem a mannequin’s inputs, assumptions, and testing; o Assess the effectiveness of a mannequin relative to options; o Consider the continued monitoring plan of a mannequin, together with whether or not testing is enough in between mannequin evaluations to establish mannequin deterioration in addition to evaluating whether or not the mannequin management framework is successfully designed; and o Establish and report weaknesses to enterprise companions and stakeholders o Assess the comprehensiveness of mannequin documentation Expertise Bachelor’s Diploma in Economics, Math, Statistics, Finance or a associated space of research * At the least 5 years of earlier mannequin validation expertise at a monetary establishment topic to SR 11-7 and FDIC FIL 22-2017 * Superior abilities at Microsoft Workplace (Excel, PowerPoint and Phrase) Intermediate programming skillset able to utilizing statistical software program (e.g., R, Python, and so forth.) * Expertise with Archer Governance, Threat, and Compliance platform * Robust monetary and credit score acumen * Superior information of capital, credit score, rate of interest, and liquidity risk in addition to CECL regulatory necessities * Analytical and strategic pondering with consideration to element * Capability to work independently and in a staff * Glorious written, communication, organizational, and interpersonal abilities * Practical Information and Technical Expertise – Expert in job-specific information that’s vital to supply the suitable amount and high quality of labor in a well timed and environment friendly method
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