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Model Validation Specialist
1 week ago
About the Job
This role requires a strong understanding of mathematical and statistical concepts, as well as excellent analytical and problem-solving skills. You will be working closely with the US model validation team to develop and implement robust model validation frameworks.
Key Responsibilities
- Validate IB Stress testing models used within the larger CCAR PPNR umbrella for DB USA.
- Develop challenger models including independent data collection and complex analysis and testing.
- Collaborate with the US model validation team to develop and implement robust model validation frameworks.
Requirements
- 3-6 years of professional experience in model development/validation or related areas.
- Strong understanding of mathematical and statistical concepts.
- Excellent analytical and problem-solving skills.