Quantitative Model Analyst 4 #190008758
QUANTITATIVE MODEL ANALYST 4
Sought by US Bank National Association in Richfield, MN to create, validate, test, document, implement & oversee usage of complex statistical models. Requires Master's/Econ, Statistics, Math or related technical field, & 3 years experience w/credit risk model development & and validation in large commercial bank. Requires 3 years w/SAS, Basel Capital Est validation, Stress Testing (CCAR) validation, model monitoring, industrial big data compilation, & Issue Management; 2 years interacting w/ Senior Management, stakeholders & engagement w/regulators (OCC/FED); 1 year w/ Current Expected Credit Loss validation work w/open-end portfolios, & oversight w/vendors; & 6 months duration project experience w/Statistical tests, T-Tests, Chi-Square Test, Correlation Test, statistical models, R, Linear regression, & Logistic regression. Project experience can be academic.