Analyst/Associate - Model Validation - Non Model Estimation Automation

Analyst/Associate- Model Validation_Non Model Estimation Automation

Job Summary :

Estimations Design & Analysis (EDA) sits within the CFO organization and is responsible for, in partnership with Line of Businesses and Corporate teams, analyzing the underlying methodology of estimations in the firm and ensuring that they are in accordance with policy guidelines, and supporting the end-to-end life-cycle of estimation method design, build and integration with F3.

In this role, the person will work with LOB clients to build and integrate non-model estimations onto F3. The person will analyze existing estimation documentation, identify key calculations and dependencies, work with clients to design a driver tree and structure input data, and then implement the estimation into an automated framework. The person will also be responsible for designing wikis so clients can maintain and build new calculations on a self-service basis. This position provides a rare opportunity for motivated candidates to learn about forecasting methodologies across various LOBs and products across the firm and participate in and understand the end-to-end process from estimation design to implementation.

The position involves interaction with many teams across the firm including LOBs and Corporate finance functions, model development, and technology & operations. The ability to work efficiently and communicate effectively across these boundaries will be one of the keys to success.

Requirements :

- Having experience into model validation, model monitoring and risk calculations. This role is note on development side.

Education :

- Degree in a Finance, Economics, Statistics, Engineering or related field; advanced degree a plus; FRM, CFA, CPA certification a plus.

Qualifications :

- 1 to 6 years work experience in financial analysis or risk management working with mathematical logic and functions

- General understanding of a banking organization hierarchy and structure

- Knowledge of financial products/markets and regulatory requirements a plus

- Strong analytical and problem solving skills