b****d
发帖数: 35 | 1 job description, please message me if you are interested.
The successful candidate will work on the monitoring process for models in
CITs Model Inventory. This will include the acquisition of data for
generating model metrics, which serves as an indication of model performance
. Work also includes generating model performance monitoring reports.
-Conducting periodic review of inputs, outputs, performance and assumptions
for risk models utilized across the entire organization
-Assisting with the creation of the quarterly management report and
presentations for Model Performance monitoring of all active models in the
model inventory
-Understanding the models (i.e., technical construct and implementation), as
well as how the model is used
-Reviewing technical specifications, documentation, and reports related to
models (e.g., Python code, SAS code, Excel implementation, and statistical
metrics)
-Being responsible for updating the Model inventory and other Model
Governance activities
-Conducting research as needed (e.g., model development and model
performance industry practices; regulatory issues, etc.)
-Participating in the growth and enhancement of the Model Performance
Monitoring Program, as well as Independent Model Validation
Minimum Required Skills & Experience:
-Bachelors or Advanced degree in a quantitative field such as economics,
finance, statistics, etc.
-Minimum 18 months of relevant work experience, strong preference for
experience in financial services industry. -Excellent written and verbal
communication skills, (in particular, an ability to communicate technical
concepts to non-technical audience) is highly desired -Proficient with
Microsoft Office, especially excel
-Intermediate/advanced proficiency with Object-Oriented based programming (e
.g. C++, Python, Java, Matlab or similar languages)
-Related experience in relevant applied modeling techniques and modeling -
Experience working with large and complex data sets
-Strong analytical skills, both qualitative and quantitative
-Intellectual curiosity; superior problem-solving abilities and attention to
detail; and prompt follow-through
-Experience managing projects
-Knowledge of Basel, FRB SR11-7, OCC 2011-12 and regulatory issues a plus | l******n
发帖数: 9344 | 2 location？ $？
performance
assumptions
【在 b****d 的大作中提到】
: job description, please message me if you are interested.
: The successful candidate will work on the monitoring process for models in
: CITs Model Inventory. This will include the acquisition of data for
: generating model metrics, which serves as an indication of model performance
: . Work also includes generating model performance monitoring reports.
: -Conducting periodic review of inputs, outputs, performance and assumptions
: for risk models utilized across the entire organization
: -Assisting with the creation of the quarterly management report and
: presentations for Model Performance monitoring of all active models in the
: model inventory
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