t*********p
发帖数: 44 | 1 bank旁边组里招个Model Validation Analyst, 地点在Orange County，希望有
modeling经验。公司目前只能招EAD，绿卡或者公民的，目前没办法给H1B. 我可以帮忙
refer，特意用了一个gmail来联系，希望理解
The Model Validation Analyst is responsible for guiding independent reviews
and validation of various models used by the Bank by assessing the
underlying model assumptions, theoretical basis, and data used by models as
well as the processing, accuracy of output and reporting. The Model
Validation Analyst is responsible for maintaining an inventory and
definition of models, which includes a criticality ranking for each model.
In addition, the Analyst is responsible for developing and implementing a
formal review schedule and plan for the Bank’s models.
The Model Validation Analyst is also responsible for developing and
documenting the usage and validity of the Bank’s use of models for more
complex products and with more ambitions scope, such as enterprise-wide risk
measurement. This position will make recommendations relative to business
decisions made regarding the use of specific models that may impose cots on
the organization, but which may have the potential for adverse consequences
from decisions based on models that are either incorrect or misused.
Additional models requiring validation may include, but are not limited to:
stress testing, capital allocation, risk measurement, pricing and
profitability, and the Allowance for Loan and Lease Loss.
bankjobrefer at gmail . com | t*********p
发帖数: 44 | |
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