Model validation professional Job at ESolutions, Detroit, MI

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  • ESolutions
  • Detroit, MI

Job Description

Job Role:-Model Validation Professional

Location:- Detroit MI , GRAND RAPIDS MI (hybrid)

Duration:- Permanent / full time

We are seeking Model Validation Professionals. This role will be responsible for providing independent review and validation of various capital, risk, margin, and other models. You will evaluate models based on various aspects, including model data and parameters, design and methodology, implementation, and model documentation. You will also perform model benchmarking using alternate approaches, assess model assumptions and limitations, and verbally communicate validation results and discuss issues, challenges, and methodologies with internal audiences.

Responsibilities

Provide independent review and validation of various capital, risk, margin, and other models

Evaluate models based on various aspects, including model data and parameters, design and methodology, implementation, and model documentation

Perform model benchmarking using alternate approaches

Assess model assumptions and limitations

Verbally communicate validation results and discuss issues, challenges, and methodologies with internal audiences

Support tracking of corrective action plans for models and ensure that they are closed appropriately

Engage in the entire model lifecycle, describe, and support model validation outcome during model approval process

Qualifications

Strong educational background - Degree (Masters in Finance Statistics ++)

Experience working with model owners, developers, and users to ensure models are operating within the framework of the Model Risk Management Policy

General knowledge of stochastic calculus, statistical analysis, derivatives pricing theory across one or more asset classes (IR/FX/Credit/Equity), traded products, and market/credit risk

Industrial Financial Services experience performing one of the following: model validation, model development, risk management, or related fields is a plus

Understanding of SR 11-7 guidance on model risk management

Excellent communication skills across all levels of seniority

Strong interpersonal skills, with good relationship building and engagement skills

Proficiency in Microsoft Office suite, particularly Excel, Word, and PowerPoint

Lovepreet Singh

Account Manager

m: +1 669-309-1773

w:

e: [email protected]

LinkedIn:

“Disclaimer: E-Solutions Inc. provides equal employment opportunities (EEO) to all employees and applicants for employment without regard to race, color, religion, gender, sexual orientation, gender identity or expression, national origin, age, disability, genetic information, marital status, amnesty, or status as a covered veteran in accordance with applicable federal, state and local laws. We especially invite women, minorities, veterans, and individuals with disabilities to apply. EEO/AA/M/F/Vet/Disability.”

Job Tags

Permanent employment, Full time, Local area,

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