Model/Anlys/Valid Intmd Anlyst - C11 PPNR Validation

• The Model/Anlys/Valid Intmd Anlyst is a developing professional role. Deals with most problems independently and has some latitude to solve complex problems. Integrates in-depth specialty area knowledge with a solid understanding of industry standards and practices. Good understanding of how the team and area integrate with others in accomplishing the objectives of the subfunction/ job family. Applies analytical thinking and knowledge of data analysis tools and methodologies. Requires attention to detail when making judgments and recommendations based on the analysis of factual information. Typically deals with variable issues with potentially broader business impact. Applies professional judgment when interpreting data and results. Breaks down information in a systematic and communicable manner. Developed communication and diplomacy skills are required in order to exchange potentially complex/sensitive information.
• Moderate but direct impact through close contact with the businesses' core activities. Quality and timeliness of service provided will affect the effectiveness of own team and other closely related teams
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• Responsibilities:
  • Validates and reviews new and existing model as per MRM's policy & procedure, and model testing guidance.
  • Helps manage model risk across the model lifecycle including model validation, performance evaluation and annual model reviews.
  • Provide effective challenge to the model design and construction and conduct incremental analysis and testing as necessary
  • Validation of PPNR (pre provision net revenue) models used for CCAR, Interest rate risk  models, deposit models, balance models etc. 
  • Challenge and continually improve MRM Guidance on modeling approaches and model performance testing. 
  Qualifications:
  • 4-7 years experience
  • Proficient in Microsoft Office with an emphasis on MS Excel
  • Proficient in SAS, R, Python, or standard programing languages as used in modeling and validation tools in the current industry.
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Self-motivated and detail oriented
  • Demonstrated project management and organizational skills and capability to handle multiple projects at one time
  • Master' s University degree in Mathematics, Statistics, Economics, Business, Finance etc.
  • Additional certification on banking/finance such as FRM/CFA will be preferred
  Education:
  • Master' s University degree in Mathematics, Statistics, Economics, Business, Finance etc.
  • Additional certification on banking/finance such as FRM/CFA wilpreferred

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