Independently assess the design, performance, and implementation of forecasting and stress testing models
Evaluate model methodology, assumptions, and design for conceptual soundness
Assess the quality and appropriateness of model development data and construction
Conduct testing to evaluate model performance under various scenarios
Verify model implementation accuracy and assess performance monitoring frameworks
Provide independent challenge to model developers and track issues through resolution
Prepare validation reports and communicate findings to stakeholders
Perform periodic validations to ensure model suitability and identify emerging risks

Undergraduate degree required, advanced technical degree preferred (e.g., math, physics, engineering, finance or computer science)
Graduate's degree preferred with either progressive project work experience or 3+ years relevant experience
In-depth knowledge of quantitative models and statistical analysis
Strong communications skills, both written and verbal
Strong interpersonal and consultative communication skills with well-developed presentation skills
Ability to manage competing priorities effectively, making good decisions based on business priorities and objectives
Proficiently use Microsoft Office tools to prepare and present analysis results to the audience
Advanced skills in SAS and SQL
Advanced level in statistical analysis and modeling tools
Ability to analyze complex information and develop plans to address identified issues

Senior Quantitative Analyst – PPNR Model Validation

Key skills