Vacancy expired!
- Doctorate degree (or Master's degree with equivalent work experience) in quantitative finance, statistics or a related quantitative field.
- Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include—but is not limited to—statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.
- Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms. Programming languages may include—but are not limited to—Python, R, SQL, Java, SAS, and MATLAB
- Conduct technical validation of the company models, including writing a detailed independent model validation report
- Follow model governance procedures and requirements
- Remediate regulatory findings and address audit feedback
- Work collaboratively with partners to ensure effective management of model risk enterprise wide
- Work collaboratively with model Validators to ensure timely delivery of model review projects
Vacancy expired!