Quantitative Model Analyst
Posted Updated 9
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Summary
Develops and validates financial risk models (capital stress testing, interest rate sensitivity) for a bank, performing quantitative/statistical analysis and ensuring data integrity.
- Analyze capital stress testing model
- Analyze interest rate sensitivity model
- Assess model reliability
- Conduct statistical analysis
- Define model validation process
- Perform qualitative analysis
- Perform quantitative analysis
- Validate data completeness
- Validate data integrity
- Validate model theoretical design
Perks/Benefits:
- Adoption reimbursement
- Health insurance
- Mental health support
- Paid time off
- Remote work up to one day per week
- Retirement savings options
- Tuition reimbursement