Responsibilities:
- Responsible for the validation of capital market or enterprise risk management models
- Lead technical validation of models and write detailed model validation reports
- Work in tandem with stakeholders and other model validators to ensure proper delivery of model review projects
- Oversee regulatory findings and address audit feedback
Skills:
- Doctorate degree or master's degree with 3 years of relevant work experience
- Relative coursework with predictive modeling techniques - finance, statistics, mathematics, data science, etc.
- Strong familiarity with optimization programs - Python, R, SQL, Java, SAS, and MATLAB
- Relevant certifications like CFA, FRM, CPA is preferred