Risk Analyzer/Modeler

26 May 2024

Vacancy expired!

Your Opportunity

We help our clients plan for their future and they are passionate about the tools and experiences we provide. We collaborate with user experience and design, business and technology partners across the enterprise to build software experiences our users' are passionate about.

What you are good at

Perform model validations following guidelines based on SR 11-7, to include an assessment of model usage, documentation, conceptual soundness, data integrity, the control environment, and the software environment. Present work through formal model validation reports, as well as through presentations to model owners and senior management. Work effectively as a team member with other quantitative analysts at the company, as well as with external consultants and evaluate model performance monitoring reports and conducting model annual reviews.

What you have

Job Requirements: Ph.D. or foreign degree equivalent in Economics, Statistics, Finance, Mathematics, Physics, or a related field and four (4) years of experience in the job offered or related role. Skills: Experience and/or education must include: Financial predictive modeling disciplines, such as consumer behavioral modeling, time series forecasting, dynamic equilibrium models, optimization theory, panel data analysis, and decision science; Experience working as a quant in the financial industry; One or more analytical tools, such as SAS, R, Python, or Matlab; Knowledge of model governance processes and regulatory requirements for large US Banks (DFAST/CCAR covered institutions).

Charles Schwab & Company, Inc. seeks Risk Analyzer/Modeler in Chicago, IL.

  • ID: #49999656
  • State: Illinois Chicago 60601 Chicago USA
  • City: Chicago
  • Salary: USD $123,400 - $246,800 / Year
  • Job type: Permanent
  • Showed: 2023-05-26
  • Deadline: 2023-07-24
  • Category: Et cetera