Job Overview

Perform initial and ongoing validations of interest rate risk, earnings at risk, economic capital, stress testing and operational risk models. Think critically and manage Model Risk for the aforementioned models.

• Perform initial and ongoing validations of interest rate risk, earnings at risk, economic capital, stress testing and operational risk models. Think critically and manage Model Risk for the aforementioned models.
• Interact with Model Development to obtain additional clarity on the models that are being validated.
• Perform model validation tasks according to the team’s operating standards.
• Identify, make recommendations, and assist to improve the validation methods and processes.

Qualifications

• 4-year degree in a quantitative field of study for example: Business Analytics; Quantitative Risk Management; Statistics; Financial Mathematics; Engineering; or Physics.