Quantitative Model Validation Analyst
Company: VirtualVocations
Location: Newport News
Posted on: September 16, 2023
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Job Description:
A company is looking for a Quantitative Model Validation
Analyst.
Key Responsibilities:
Validate, test, and document complex statistical Treasury Risk
models
Review model monitoring reports
Create model validation documentation and communicate models to
stakeholders
Required Qualifications:
Bachelor's degree in a quantitative field and 5+ years of relevant
experience, or MA/MS in a quantitative field and 3+ years of
related experience, or PhD in a quantitative field and less than 2
years of related experience
Strong statistical modeling or model validation background
Knowledge of regression techniques, time series techniques, and
other statistical models using R, SAS, Python, or similar
statistical package
Data compilation, coding skills, qualitative analysis skills, and
knowledge of SQL
Advanced knowledge of risk factors, industry risks, competition
risks, and risk management approaches
Keywords: VirtualVocations, Newport News , Quantitative Model Validation Analyst, Professions , Newport News, Virginia
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