Job Description

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.
                       
This includes:
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.

Skills:                        

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.