Quantitative Analyst I - MRM
Location: Cincinnati
Posted on: January 14, 2021
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Job Description:
GENERAL FUNCTION: This position is a
quantitative analyst in Model Risk Management Group. The incumbent
will provide support to the continuous development of a sound and
robust framework of Model Risk Management within
theBancorp.Keyresponsibilitiesinclude, but not limited to, perform
comprehensive model validation, document validation
analyses/findings, and recommend model issues/observations based on
validation findings.
ESSENTIAL DUTIES & RESPONSIBILITIES:
oPerform model validation in accordance to Fifth Third Bank MRM
policy and procedure.
oAssess the soundness of model inputs, assumptions, methodology and
conceptual framework.
oConduct outcome analysis to evaluate model
performance.
oIdentify model risks and limitations.
oPresent validation results and overall assessment to
management.
oCoordinate with Model Governance analyst to address any
outstanding issues.
oKeep abreast of industry best practice standards for model
validation.
oOther projects/tasks as assigned by MRM management.
SUPERVISORY RESPONSIBILITIES:None
Keywords: , Cincinnati , Quantitative Analyst I - MRM, PR / Public Relations , Cincinnati, Ohio
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