validation of models that the Bank relies on for making financial decisions. A robust and comprehensive model validation..., implementation process, as well as model usage and performance. The validation process also identifies corrective actions to ensure...
intended to solve complex financial problems. Responsibilities Model Development & Data Analysis - Responsibilities... to evaluate the performance of models under various adverse market conditions. Model Documentation & Peer Leadership - Review...
. The Quantitative Analyst Consultant position is within First Citizens Bank’s Model Risk Management (MRM) team.... Communicate the model validation findings to model owners, senior management, and regulatory agencies as required. Perform annual...
, or validating quantitative models using SAS or other applicable model development software/programming tools 2. Strong English... training Preferred Qualifications: 1. Master’s degree/PhD in a quantitative field 2. Fraud model development experience 3...