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发帖数: 5 | 1 This is a contractor/contractor-to-hire position for a large auto financial
services company. Located in Plano, TX. I need to fill the position asap.
If you're interested, please contact me at [email protected]/* */
Job Qualification:
Advanced Degree. Specify: Master’s Degree in Statistics, Econometrics,
Finance, Operations Research, or equivalent. PhD is preferred
5+ years of financial modeling development or model validation experience
3+ years of work experience in SAS and SQL
Quantitative analysis skills
Key Responsibilities:
Support the model validation team to mitigate the model risks
Discovers and diagnoses modeling related risks including input data,
assumption, concept, methodology, process and implementation
Provides subject matter expertise on models’ strength and weakness and
recommend practical solutions
Validates models assigned by model governance committee
Discusses validation results with model owners and governance team to gain
consensus and create strategies to implement changes if needed
Utilizes express mode validation for new model development, facing legal and
compliance related modeling issues, quick model fixes, etc.
Review model documents, and conduct test runs on model codes
Provide different view on methodology and calculations, and provide feedback
to model developers
Work on model validation reports with hiring manager and provide ad hoc
support to him |
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