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VP, Model/Analyst/Valid Officer

Job ID 20236987 Primary Location Irving, Texas; Job Category Risk Management
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The Model/Anlys/Valid Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.


  • The incumbent will be responsible for developing financial forecasting models and provide a subject matter expertise and clearly communicate to stake holders, colleagues on model development, execution and assessment.
  • Monitors ongoing economics, financial and banking trends that influence risks to the firm, overall financial industry and trends in the global economy, the U.S. macro-economy, key industry sectors, the markets for money, capital, commodities and foreign exchange, and economic and financial policy issues.
  • Ability to take exogenous global financial market scenarios, identify key risk factors, determinants, and develop analytics and or models to conduct conditional forecasting, back-testing, forecast density and estimation.
  • Interpret forecast output results and ensure forecasts results are consistent with scenario assumptions, model assumptions, statistical and econometric foundational assumptions.
  • Conduct necessary forecast oversight to ensure historical data and forecast consistency.
  • Articulate and disseminate rationale for forecasts based on macroeconomic and financial linkages, within the backdrop of countries, monetary and fiscal policy.  


  • PhD/MS in Finance, Economics, Empirical Finance, Econometrics, mathematics, statistics or equivalent.
  • 0-3+ years financial economist experience in a major financial, public or international institution.
  • Expertise in macro-finance analysis, forecasting with a focus on empirical financial econometrics methods.
  • Excellent verbal and written communication skills.
  • Candidates must have experiences in one of the following programing languages SAS, MATLAB, R or Python programming environment.
  • Previous experience in a role requiring managing/analyzing large data sets and presenting the data visually to senior management is highly desired.
  • Background in graduate level time series econometrics, financial econometrics, empirical asset pricing, empirical finance, risk analysis, is essential to be successful in this role. Presumably these backgrounds should have been mastered using Hamilton (1994), Greene (2018),  Tsay(2013), Alexander(2008), Campbell-Lo (1997), Ferson(2019),  Engle, Bali(2016), Cochrane(2005).


  • PhD/MS in Finance, Economics, Empirical Finance, Econometrics, mathematics, statistics or equivalent.
  • 0-3+ years financial economist experience in a major financial, public or international institution.

  • Desired Qualifications:
  • 3-5 years or more experience in macroeconomic modeling as it relates to forecasting economic / market variables, credit risk, allowance for loan loss reserves etc.  Exposure to model review and documentation standards is strongly desirable. Such background can be obtained on the job or through advanced academic preparation.
  • A strong preference for CCAR and Stress Testing related exposure.
  • Proficiency in Microsoft Office applications (Excel, PowerPoint, Word). Familiarity with statistical packages such as SAS, SAS/EG, SAS/ETS, SAS/Base is required. Knowledge of MATLAB, R is a plus.  Knowledge of financial analysis, modeling, systems and reporting preferred.
  • Understanding of business line drivers for a large size global financial institution.
  • Skilled at articulating methodological issues in a manner that is understandable for non-technical stakeholders
  • An understanding of basic SQL queries.
  • Background and experience in consumer or commercial risk, especially forecasting models.


Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:

Full time


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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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