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Model Validation Analyst
Ref No.: 18-29156
Location: San Francisco, California
Job Summary:

The Model Risk Management (MRM) is responsible for the management of enterprise-wide model risks associated with the Bank's development, deployment, and maintenance of quantitative models.


Major Responsibilities:

• Perform independent validations of various models in the enterprise-wide inventory.

Requirements:

• Typically requires an advanced technical degree in finance, financial engineering, economics, mathematics, statistics, engineering, or related fields (PhD preferred). Industry certifications a plus (e.g., CFA, FRM).
• Proven track record of strong technical model development, model management, and/or model oversight in one or more of the following areas: retail credit risk management, operational risk, consumer lending, and Current Economic Credit Loss (CECL).