3 дня назад
Model Validation Analyst II (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Model Validation Analyst II (Financial Models): Independently validating complex financial, statistical, and behavioral models with an accent on theoretical soundness, testing design, model weaknesses, and regulatory compliance. Focus on developing challenger models, identifying model risk exposure, evaluating model governance, and presenting validation findings.
Location: San Antonio, Texas, United States
Company
provides banking, investment, and insurance services to businesses and individuals throughout Texas.
What you will do
- Perform independent validations of complex and significant financial, statistical, and behavioral models.
- Review theoretical soundness, testing design, weaknesses, documentation, and model outcomes.
- Interpret data to identify risk exposure and support strategic and tactical management decisions.
- Develop challenger models to validate existing models and assist with outcome analysis.
- Evaluate model risk governance, including policies, controls, assessments, and validation standards.
- Assess compliance with SR 11-7 regulatory guidance and provide guidance to less experienced analysts.
Requirements
- Master’s degree in a quantitative field such as mathematical finance, financial engineering, statistics, physics, management science, operations research, or economics.
- At least 2 years of experience developing or validating financial, statistical, or mathematical models, preferably in financial services.
- Mastery of statistics and numerical techniques.
- Experience documenting technical model details and presenting results and findings.
- Proficiency in SQL, SAS, R, or Python.
- Advanced knowledge of Microsoft Excel and strong written and verbal communication skills.
Nice to have
- Ph.D. in a quantitative field such as mathematical finance, financial engineering, statistics, physics, management science, operations research, or economics.
Culture & Benefits
- Medical, dental, vision, long-term disability, and life insurance.
- 401(k) matching.
- Generous holiday and paid time off schedule.
- Tuition reimbursement.
- Health and wellness programs, including an Employee Assistance Program.
- Referral bonus program.
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