Model Validation Analyst - Raleigh, NC

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Date :
12-22-2017
Location :
Raleigh, NC US
Job ID :
29680
Functional Area :
Risk Management
Employment Type :
Full-Time Exempt
Education :
Bachelors Degree
Experience :
2 years
Days and Hours :
M-F 8-5pm
Physical Address :
4300 Six Forks Road
Department Name :
Model Risk Management
Position Description :
The Model Validation Analyst will be responsible for validation activities, including assessing the model's overall suitability to its intended purpose, evaluating the model's mathematical theory and constructs, testing its assumptions, data and calculations, making recommendations for improvement, thoroughly documenting all work and producing a formal report on the results.Basic Qualifications:
Post graduate degree in quantitative discipline
-Or-
Bachelor degree with a minimum of 2 years risk management, financial analysis or statistical modeling experience.

Additional Requirements:
Strong oral and written communication skills.
Working knowledge of Generally Accepted Accounting Principles (GAAP), Basel III, Dodd-Frank Act Stress Testing and bank accounting / regulatory reporting requirements
Heightened sense of urgency and the ability to handle multiple priorities.
Position requires strong organizational skills, a high level of detail, advanced spreadsheet and database knowledge.
Experience with Base SAS programming or SAS Enterprise Guide.
Demonstrated understanding of databases and database management, ability to understand and manipulate large amounts of data.

Other Preferred Qualifications:
Project management experience.

*LI-JW1
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