Quantitative Risk Model Validator
2 days ago
As a Quantitative Risk Model Validator at Acuity Knowledge Partners, you will play a crucial role in ensuring the accuracy and reliability of our clients' financial models. Your primary responsibility will be to validate CCAR stress testing models used for internal risk management and regulatory submissions.
Responsibilities:
- Gain a deep understanding of the model inventory and risk management framework
- Validate CCAR stress testing models for PPNR, balance sheet, scenario design, and loss forecasting
- Assess data requirements, assumptions, and model methodology
- Analyze model outcomes, track performance, and run stress tests on models
Requirements:
- M.Sc/PhD in Mathematics/Statistics/Economics or MBA Finance with experience in MRM
- Exposure to CCAR modelling in an applied setting
- Strong knowledge of mathematical techniques used in VaR computation, risk charge calculations, and tail risk modelling
What We Offer:
- Competitive salary: $120,000 - $180,000 per year
- Opportunity to work with leading financial institutions
- Collaborative and dynamic work environment
- Professional development and growth opportunities
About Us:
Acuity Knowledge Partners is a leading provider of knowledge process outsourcing solutions to the financial services industry.
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