Job Description

ESSENTIAL DUTIES AND RESPONSIBILITIES

Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.

  • High performing individual who demonstrates the ability to perform model validations at an accelerated pace without sacrificing quality.
  • Self-starter who solves problems with little to no guidance; brings solutions to the table otherwise.
  • Independently perform model validations spanning multiple domains (e.g., credit risk, market risk, capital planning) to assess fit for purpose, conceptual soundness, mathematical theory and construct, assumptions, data/assumptions, and output reasonableness.
  • Evaluate other model controls such as model performance tracking, change management, access control, and documentation.
  • Evaluation of validation findings remediation activity including analytical evaluation of residu...
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