IRR Model Validator

Temporary

Job Function:

IRR Model Validator

• Lead the IRR model back testing;
• Evaluate vendor model adequacy;
• Lead loan portfolio stress test;
• Prepare backtesting reports, model evaluation report, and loan portfolio stress test report;
• Conducting reviews on other activity reviews assigned by BSA/OFAC Officer or managers;
• Help design ongoing model assumption management procedure.

Requirements:

  •   Deep knowledge and working experience on IRR model
  •   10 plus years of hands on experience
  •   Good communication and Excel skills
  •   Team work and self-starter
  •   Ph.D. preferred
Upload your CV/resume or any other relevant file. Max. file size: 2 GB.

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