Quantitative Model Validation Officer III

ESSENTIAL DUTIES AND RESPONSIBILITIES

Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.

1. High performing individual who demonstrates the ability to perform model validations at an accelerated pace without sacrificing quality.

2. Self-starter who solves problems with little to no guidance; brings solutions to the table otherwise.

3. Independently perform model validations spanning multiple domains (e.g., credit risk, market risk, capital planning) to assess fit for purpose, conceptual soundness, mathematical theory and construct, assumptions, data/assumptions, and output reasonableness.

4. Evaluate other model controls such as model performance tracking, change management, access control, and documentation.

5. Evaluation of validation findings remediation activity including analytical evaluation of ...