Model Validation Analyst (closed)
Evaluation of risks associated with the company's models, assessing model risks by performing/assisting on detailed model validation reviews and research of model approaches.
Reporting of findings to M&M supervisor, advising them on quantitative issues.
Creating work deliverables that satisfy given objectives and meet department procedure requirements.
Proactive communication with model developers, as needed.
Familiar with SAS and Intex, and having experience on mortgage backed securities and structured products.
Familiar with SAS, Matlab, and SQL, and having knowledge of fixed income valuation.