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发帖数: 5 | 1 Modeling Scoring Analyst- Analyst 4-14050619
Description
Validating quantitative models in the area of risk models in multiple areas
of Consumer Sector with a strong understanding of relevant regulatory
requirements. The rigorous validations include reviewing model assumptions,
examining data used in building the model, verifying the mathematical
formulation, independently recoding the model, and developing similar models
to perform benchmarking, and writing validation reports. Job
responsibilities include interacting with model developers, risk managers,
other staff members, and internal, external, and regulators. On a "day-to-
day" basis, this will involve assessing the adequacy of model documentation
and testing results from model developers and businesses, opining on whether
the model or model estimates are plausible and conceptually sound, and
conducting any additional mathematical or statistical testing or industry
research on a model, which may involve stress tests, scenario tests, and /
or benchmarking.
Qualifications
• Minimum master degree in quantitative field such as statistics,
economics, business finance, or mathematics. PHD or comparable work
experience preferred.
• 2-4 years relevant consumer finance, mortgage or credit card
industry experience to include model development, maintenance, tracking and
management
• Excellent written and oral communication skills are required,
ability to present work in a formal and understandable format, bringing
groups of people to consensus
• Ability to operate well in a team environment
• Ability to lead people not necessarily with a management
relationship
• SAS or experience with Statistical programming required
• Must demonstrate ability to successfully engage in multiple
projects
• Familiarity with Microsoft Office (Excel, Word).
Primary Location: NAM-USA-FL-Tampa. Special working location request will be
considered.
Schedule: Full-time
Education Level: Master's Degree
Shift: Day Job
Employee Status: Regular
Travel: Yes, 10 % of the Time
Please contact Benny He at [email protected]
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