Job Summary

Data Modeler

  • Location:
    New York , New York
  • Category:
    Information Systems
  • Contract Type:
    Contract/Temp to Hire
  • Job reference:
    US_EN_6_21701_59300949

Data Modeler Job in NYC, NY.
 
Are you looking to take your career with a Fortune 500 company? If so, please apply to the Data Modeler job in NYC, NY.
 
Assessment of model risk, model development and model validation in compliance with the companies Model Risk Management Policy and Standards. Assessment of risk & decision modeling, statistical analysis, financial simulation and optimization. The aforementioned assesments will also be performed according to the requirements of FRB SR 11-7. Additionally, assessment of back-testing and sensitivity analysis approaches, for typical CCAR models including PPNR, RC, RWA, PD, LGD, and other stress test models is required.
 
Review and opine on validation performed on full scale analysis of regression models, as well as variable selection criteria, different regression tests, analytics on the data, as well as stress testing and sensitivity analysis on forecasts.
 
 
• Will this be temp to perm? There is a potential opportunity for this position to be temp to perm.
• How many years of experience are you looking for? 5+ years.
• Is financial experience a must? Yes, we are looking for people who have model development, model validation or model auditing experience in financial industry.
• Degree required/type? Master degree or PhD in statistics, economics, mathematics, physics or financial engineering. Master degree is a must, but PhD is preferred.
• What are the top 3 skills that you’ll be looking for on a resume?
1. Skill in developing, validating and auditing market risk models, such as pricing models and VaR models.
2. Skill in developing, validating and auditing CCAR / capital planning models, such as revenue models and liquidity risk models.
3. Very strong communication and interpersonal skill with the ability to plan, organize and prioritize work.
Position Comments (Visible to all users): Knowledge of FRB SR 11-7 and model development for balance sheet projection models, credit loss projection models.
 
Seeking quantitative modeler/quantitative analyst backgrounds with mathematical experience.


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