Model Validation Analyst Ii

Frost

Master's degree in quantitative field
2+ years model development or validation experience
Proficiency in sql, sas, r, or python
This role involves performing independent validations of complex financial, statistical, and behavioral models to ensure theoretical soundness and compliance

Job Summary

  • This role involves performing independent validations of complex financial, statistical, and behavioral models to ensure theoretical soundness and compliance.
  • Candidates will interpret data to identify risk exposure and provide recommendations to adjust model risk in alignment with the organization's strategy.
  • The company offers a comprehensive benefits package including medical, dental, vision, 401(k) matching, and tuition reimbursement.

Matching Summary

This role involves performing independent validations of complex financial, statistical, and behavioral models to ensure theoretical soundness and compliance.

Skills & Requirements

Must-have

  • Master's degree in quantitative field
  • 2+ years model development or validation experience
  • Proficiency in SQL, SAS, R, or Python
  • Advanced Microsoft Excel skills
  • Knowledge of SR 11-7 regulatory guidance

Nice-to-have

  • Ph.D. in quantitative field
  • Experience in financial services industry
  • Strong written and verbal communication skills
  • Ability to develop challenger models
  • Integrity, Caring, and Excellence values

Key Requirements

  • Master's degree in Mathematical Finance, Statistics, Economics, or related field
  • 2+ years experience in model validation or development
  • Mastery of statistics and numerical techniques
  • Proficiency in SQL, SAS, R, or Python
  • Experience documenting technical aspects and presenting findings

Work Rights

Not specified

Tailored Resume

Cover Letter