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 |