ECONOMISTS, Washington DC
Review and validate enterprise credit risk models and applications. Use SAS, Matlab, or similar to conduct independent analysis using proprietary loan performance data to test and validate models. Assess model performance in business context. Communicate effectively with stakeholders across the enterprise in the course of validation. Document review findings in a clear and structured manner.
Ph.D. in Economics, Finance or related field plus 1 year experience in modeling or in model validation role in a financial institution. Experience must include using large financial datasets; advanced econometrics skills, especially related to survival analysis; and technical writing/documentation.